Should I tell my teacher that he's wrong and he should not teach us incorrect things?
What did he teach that you believe to be incorrect?
Quantum mechanics is a pseudoscience and lacks evidence. He also said that we can change water to wine with the power of our mind
That is an outlandish claim. However, it might be better to bring it up with the administration or department head. You shouldn't tell him how to do his job in class.
I do believe that teachers can take constructive criticisms.
I think your teacher is either trolling you or having some innocent fun. If you believe they are serious then take up the matter with them after class and ask them if they could correct the material to reflect a more suitable topic.