Once you have passed through check in and passport control you will enter the 'Waiting area' and see a couple of cafe type places, W H Smiths, etc. As you pass through this area, look to your right and you will see the
Disneyland Express stand over by the windows. You check in with the staff there and they give you tags for your luggage, plus your park tickets.
Don't worry if there isn't time, they pass through on the train anyway, so you can always check in there.
Then, at the other end, you go upstairs (which is necessary to leave the station anyway) and there is a luggage place round to your left. Throw your luggage at the staff there (they will give you the stubs off the tags as a receipt) then
run as fast as your legs can carry you - straight into the park