You can also keep your boarding pass as a reciept and mail that in and get credit ( I have done that a few times as I didn't want work to know I was getting credit on their dime) .
I would go to the Travel section and look around your ressie there for a place to add it or just call they can most likely do it over the phone as well.
Here's the link to the SW page that allows you to add your RR# to your reservation. You need your confirmation # and your last name. Once you put that in, it will bring up all names on that confirmation #.
Here's the link to the SW page that allows you to add your RR# to your reservation. You need your confirmation # and your last name. Once you put that in, it will bring up all names on that confirmation #.