Yes, on the first day you need to go register with the CM at the kids clubs. They also have a color coded allergy tag that goes on their magic band. My daughter was old enough to check herself in/out, so she would bring the pen with her (and sometimes they would call my cabin to tell me she forgot the pen lol).
They did do some food-related activities, which I was told were peanut free, but I just felt more comfortable with her epipen being within reach - never had to use it though!