Call Disney now and ask. If you wait until you get there, you likely won't be able to get it unless there is still space available, and if you're going at a busy time, there won't be. They charge a certain amount per night extra for concierge and I think you should be able to do this if you call--Costco's reservations are booked directly through Disney anyway.
I'm going to guess that Costco wouldn't be able to do this without calling Disney either. If it isn't an option on the reservation page when you're booking and Costco reps aren't seeing any way to do it, you're probably better off calling Disney yourself.
Edited to add: they only have a limited number that they will allow to book concierge. You may be willing to pay the extra cost but if they've filled the allowed number already you can't do it.