You booked your trip through a
travel agent. That travel agent happens to be Southwest. Any time you book a reservation through a travel agent, that travel agent "owns" your reservation and you DON'T "own" your reservation. As a result, you can't make any modifications to your reservation any more than I can make changes to YOUR reservation, because you do not own that reservation, Southwest does.
DME is NOT automatic. You absolutely can't assume that they made a DME reservation for you. Get in touch with them ASAP and make sure they make DME reservations for you!!!
You can always try it yourself ... it might work, it might not.
But don't call the main Disney number! Wait until you are 60 days away from your trip and call DME directly at 866-599-0951. They don't have access to reservation info until it's 60 days from arrival day.
But
your first step needs to be to call your travel agent and ask (and then DEMAND if necessary) to have them make DME reservations for you. After they do that, make sure you look at your itemized itinerary. It wouldn't be shocking if they booked you some sort of airport transportation that you have to pay for, since they would get a commission on that. If you do have any other sort of transportation, make sure that gets canceled and your account gets credited.