Your DME packet is completely separate from your other Disney reservation stuff. You will get a DME packet, about 4-5 weeks before your departure day. It will contain a booklet with directions to the DME counter at MCO, your bus vouchers. It will also have two yellow luggage tags per person on the reservation.
You have gotten your resort reservation packet. It is completely different than the DME packet.
If, for some reason, you don't receive those yellow luggage tags before you are ready to leave, you can head right to the DME counter and get checked in. You can give them your baggage claim receipts and a description of the bags you checked (as well as how many bags) and DME will take care of the bags for you. Or, you can get your own bags and bring them to the bus with you.
But...you have to have a reservation with DME beforehand. You can't just walk up to the counter and get on a bus, just because you have a resort reservation. They are two different things. So, be sure that everyone in your party is listed on the reservation for DME, as well as for the resort. Not saying this hasn't been done already...just reminding everyone.