Oh, yes, WL/VWL have changing rooms! When you're at the main pool and face the lobby, there's restrooms to the left, sort of tucked in the corner of the building by an entrance into the wing. Don't know if there's a shower or not. The quick service food is to the right, and rest rooms and laundry room are just beyond that.
VWL has an exit to the quiet pool that goes by the health club. I've honestly never been in the health club, but I'd wonder if guests could go in there to shower and change. I'm pretty sure DVC members have access at no charge, but can't remember if WL guests have to pay or not. Just outside the health club, however, is a very large single bathroom that could accomodate multiple people to change..... no shower there, but there's rinse-off showers by the pool. Ask at the Lodge about health club access and what they recommend. There could be showers that I'm not aware of. Hope you have a great trip!