can I rephrase " Our religion prohibit us from drinking alcohol " to be " Our religion prohibit drinking alcohol on us", precisely I want to know if "on us" is applicable here ??
You need to add an "s" to your prohibit (3rd person singular).
You cannot prohibit something on someone else. But you can impose a ban on drinking alcohol (Cambridge), though I wouldn't use this strong phrase in connection with religion unless you want to criticise it.
You could maybe say
Our religion does not allow us to drink alcohol.