If I understand your question correctly, you haven't purchased the transfers? If so, then they won't take your bags. The luggage handling is part of the transfer package. If you're getting to the port via alternative transportation (i.e. rental car, limo/towncar service, etc.) then you shouldn't put the cruise line tags on your bags until after you've claimed them at the airport.
When your documents arrive, it should spell out pretty specifically what to do with your bags and tags.