Depends on your airline. DME is located on level 1, of Side B of MCO. If your airline arrives on Side B, then you just get off the plane, take the tram to the main terminal area, then go to Side B..there are bright neon signs overhead. You arrive on level 3. When collecting luggage, you will need to go down the escalators to level 2 and head to baggage claim and get your bags. Then, take the elevator down to level 1 and walk down to the DME counter.
But..if your flight arrives on Side A, you have to take the tram from the gate area to the main terminal (same as before), but then, staying on Side A, go down to level 2, to Side A baggage claim and get your bags. Then, back up to level 3 and the main area of the terminal, and cross over (through a big lobby type area) to Side B...then go all the way down to level 1 and DME.
It's kind of a pain to get baggage from Side A if you are taking DME.
Now...I'm not sure that is your question though. If you are only looking for info as to where the rental car places are, then yes, they are usually right there, on the same level as DME is. I believe they are also located on Side A as well. I'm not sure if all the rental car companies are inside MCO though...some may require a shuttle ride.