Hi Jill, I think some are misreading your question. I think you're asking about your arrival at MCO, from your home airport. So....yes, put those yellow tags on your bags when you leave your house. When you hand your bags over at the airport, say goodby to them, you won't see them again until they arrive in your resort room. When you get to MCO, just get off the plane, head right to DME checkin area. Of couse, take a restroom break, grab something to eat if need be...there is no rush. When you checkin at the welcome desk, you'll be asked how many pieces of luggage you have, they will note the number, and you'll be directed to the appropriate bus line for your resort and off you go. Your luggage should arrive in your room a few hours later.
For your return, if you aren't on a participating airline, you are correct, you just head to the DME bus, with your luggage in hand, and go back to the airport. No big deal.