We're just back from an Easter trip to SSR which involved using the Magical Express.
This is the first time we have used this service as we usually fly to Sanford direct from Belfast. The service was great.
We received our documentation about a month before we left. It included a booklet with all our names in it with barcodes, which will be scanned by a CM at the airport. It also included bright yellow baggage labels.
I would certainly case up Members Services if you don't receive this info. You should will find that the ME reference is the same as your DVC reservation reference.
The procedure at Orlando Airport is go through passport control which is very, very slow (especially if you are one of the last to get off the plane), collect your cases, then attach the yellow labels to them, the cases then go through a security x-ray machine, you then pick the cases as they emerge before going through to the next area. Its at this stage that you put the cases on another conveyor belt (I think it was the one to the left and this is the last you will see of the luggage until later that evening in your room), then make your way to the main terminal building on the monorail.
Once in the main terminal, go to B side, level 1. Here you will find the Magical Express desk and plenty of CMs to help. Once they scan the booklet you are directed to a coach before heading on you way to the resort.
On board the coach there are tv screen which play clips of WDW etc.
The day before departure you should receive a letter to your room stating the time for pick-up, which is usually 4 hours before flight time.
Another point to bear in mind is, when we got to Orlando Airport we discovered
Virgin Atlantic check-in desks had moved from Terminal B to Terminal A. We were not informed of this and hence had to hog our cases across the airport.
Sorry to be so long winded, but I hope this of some use to you.