But not ALL the resorts offer it! The Swan, Dolphin and Shades of Green resorts are not entitled to use DME. It is solely for Disney owned resorts.
You would make your reservations for Magical Express several months before you are due to travel. They will need your resort confirmation number, the names of those in your party, as well as your flight info.
Then, about a month before you are to travel, they will send you a packet with your special luggage tags, and info as to where to go once in the airport. When you pack your bags, the bags that you will be checking at your home airport will have those yellow luggage tags put on them before you check them. This will allow the baggage handlers in MCO to pull your bags before they hit the public baggage carousel, and be put on special trucks for resort delivery. Then, when you get off the plane at MCO, you will go directly to the DME checkin desk, on Level 1 of the airport, get checkin in, then directed to the proper resort bus line. You will hop on that bus, watch a short video welcoming you to WDW and you'll be at your resort about 30 mins later. The bus may make up to three resort stops. Your luggage will be delivered to your resort room within 3-4 hrs. So, pack a carryon bag with anything you will need to start your fun. I bring a change of clothes (tee-shirt/shorts), a swim suit..that type of thing.
It's a great service....especially since it doesn't cost anything out of pocket.