I didn't check them out, so I don't know if they have lockers etc. available, but there are men's and women's rooms in the hallway between the health club and the quiet pool at VWL.
I am not sure about lockers in that area, but there is a nice changing facility with showers at VWL. It's great if you have a late flight or if your foom isn't ready!
The fitness room has an entrance on the same side of the Villas as the pool. This room has lockers so you should be able to change, shower, etc while in the pool.
I don't know if the lockers are for fitness center guests only or can be used for pool guests. Hey, we're all DVC so what do they care, right?