You have to make arrangements for the DDP before you check in by calling Member Services. The number is on the documentation you receive for your exchange.
You are also eligible to take advantage of Disney's Magical Express (free transportation between MCO and your WDW/DVC resort). MS can help you set that up as well.
Yes. The DVC 800 number will be on the exchange information. You can schedule that when you pay your extra $95.00 resort services fee for trading into Disney.