Yes, I think it is nearby. It is at the same exit as the new Millenia mall, sorry I don't remember the name, hubby drove. . The BJ's also has the gas pumps there. That is where we went and filled up twice when we were there in March. The gas was as cheap as anything we found around WDW.
If you search Millenia Mall on the internet, they have a spot for directions. You take the same exit as if you were going to the Mall and then BJ's is on the left side of the road. I tried to cut and paste the directions but the website wouldn't let me. Says it is Conroy Road. We found it to be about a 10 minute ride from WDW. Not too bad, especially if you are buying groceries and gas and the savings are significant.