There are some extracts of natural materials that can give you the scent of an alcoholic beverage of some sort (such as the cognac / brandy / wine extracts you mention - these are the only ones I have in my own collection) however many such notes are added to mass-market perfumes using aroma-chemicals. I'm sorry but I can't remember the name of the chemical that gives a scent of rum at the moment . . . doubtless someone here will know.
However I see no reason not to experiment with things from the bar . . . just be aware that they will have a relatively low alcohol content compared to your perfume so if you add much of something like rum you may find your perfume goes cloudy. Well worth experimenting with, as they say in certain advertisements, what's the worst that can happen?
PS - just realised I should have mentioned another potential pitfall - sugar: with liqueurs as distinct from liquors there is going to be a high percentage of sugar, which could result in a sticky perfume that attracts insects . . . probably not a good thing!