Many reservations had prohibition well before the 18th amendment. When many of the reservations were set up, and under military control, the officer in charge would inact local prohibition of alcohol to help 'keep the peace', so to speak. One example is San Carlos in Arizona. If you have seen the movie 'Gerinomo' with Robert Duvall as Al Seiber. One of Sieber's roles at San Carlos was busting up Tiswin making parties. Tiswin was a drink that Apache would make. 'The Apache War' by Paul Andrew Hutton goes in to that (also a great read!). Prohibition efforts like this were very, very common among tribal reservations and many still have prohibition on the books now. One example is Pine Ridge in South Dakota and the town on the border that has I think 15 residents and 4 liquor stores that pretty much catered to the Pine Ridge residents. That was until Nebraska shut that down. To the original question, no they could not sell alcohol or in many cases make or have it.