Southwest flights land on the A side of the airport.
You will need to cross over to the B side of the airport to get to DME. It's really quite easy.
You'll get off the plane, and take the little monorail to the main terminal. You will walk across the main concourse, and follow the signs to the B side, and look for signs for "Ground Transportation". You will need to go all the way down to Level 1, and then walk all the way to the end. You will see the DME Welcome Center.
You will get a map, and directions in your DME package as well.