If you haven't made reservations and received your Magical Express booklet and yellow luggage tags, then you'll have to do that first by calling the phone number for the Magical Express.
If you want your luggage to go straight from your home airport to your resort room, then put the yellow luggage tags on your bags before you check in at your home airport. Your luggage will appear in your resort room within three hours of your arrival. If you want to keep your luggage with you, then you can take it to the bus and they will load it in the luggage compartment for you.
After you land in Orlando, follow the signs to ground transportation Terminal B. That is also where all the rental car counters are. The Disney Magical Express will be at the end of Terminal to your right as you come off the escalator. There are usually signs for it posted down there. You will see a check in counter with lines and you will see a person at a podium helping people get in the right line for their bus.
The bus lines are separated by resort areas. So the Beach Club and Yacht Club would have its own line. They load the buses with the resorts, but they will often mix them. The last two times we stayed at the Beach Club we had passengers for the Caribbean Beach Club, too, and we stopped there first. The bus will sit a few minutes to load, usually about twenty minutes, then it will take off for the resorts. The ride to the resorts is probably a half hour. The rest of the time is spent unloading the passengers and luggage at their resorts. This bus does not pick up any passengers at the resorts. A different bus does that.
When it is time to go home, Disney will leave an information letter under your door, or hanging from the door handle (I can't remember which), giving you your bus pick up time. It is usually three hours before your scheduled flight departure. If you are flying with one of the carriers that has a service contract with WDW, you can check your luggage right at your resort and not have to bother bringing it to the airport. It is very convenient.