In the customs area when you get off the plane you claim your luggage and take it through the customs screeners. After you pass that area there is a conveyer belt to drop your luggage where it will be transported to the main terminal. That is where DME will pick up luggage with yellow tags.
From the MCO website:
http://www.orlandoairports.net/arrive/arrive.htm
International Only: After exiting the aircraft, international passengers will be required to produce passports at the Immigration checkpoint.
International Only: After clearing Immigration you will recover your baggage from the baggage carousel and proceed through the Customs checkpoint.
International Only: After clearing Customs, place your baggage on the baggage belt and it will be transported to the Main Terminal.
Proceed up the escalator to the Departures Level (Level 3) where you will pass through the Transportation Security Administration (TSA) security checkpoint before entering the hub of the Airside Terminal.
All Passengers: In the center of the Airside you will find a variety of facilities including bathrooms, telephones, restaurants and shops. International passengers also arrive in this area after passing through the TSA security checkpoint.
From there proceed toward the large "B" sign and head directly to Level 1 and locate the DME Welcome Center.
Proceed to the check-in line and tell them how many bags you have checked with Yellow Tags and they will be transported to your room.
