I'm pretty sure that the Swan and Dolphin don't get Magic Bands, but Magic Bands have nothing to do with booking FP+. Anyone can book FP+ as long as they have an MDE account; the Magic Bands are just a key to access the information that's in the MDE account. You can buy a Magic Band if you want, but you don't need to. If you don't have a Magic Band you would just use your park ticket to get on the rides you booked FP+ for.
I have stayed at the Dolphin since MB and I don't think that you can use them for the room key and I know you can't charge back to your Dolphin room from WDW regardless of using a KTTW card or magic band. The Swan/Dolphin room key will allow you to charge to your room from the Swan/Dolphin however.
As long as you have a ticket and a room reservation you can book FP+. Your ticket will allow you into the FP+ line, or you can buy a MB if you like to access your ticket and FP+'s that way.
Magic Bands do not work at Swan/Dolphin nor will you get them with a stay there. You can book FP+ at 60 days prior to check-in however. You must have tickets linked to your MDE account in order to do so. Swan/Dolphin are the only non-Disney resorts that offer the 60 day perk.
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