Never received a confirmation. However, about three weeks before departure you should receive "magical" mail. Magical Express will send you a confirmation letter along with yellow luggage tags. Use the tags only if you are interested in having your luggage delivered directly to your resort room.
If you don't receive your "magical" mail, you can check your luggage at baggage claim (departing your home airport). When you arrive in Orlando, head to the Magical Express area. At the desk present your resort confirmation number (they might have you scan your magic band) along with your baggage claim tickets. They will handle the rest.
If you prefer to pick up your luggage at baggage claim, that is an option for you to. Then just carry luggage to bus area and load on bottom of bus.
Please note the baggage delivered to your resort option is only available if your flight in Orlando arrived by 10 pm. If you are close to that time, you might want to consider just picking up your luggage at baggage claim. It can take three hours (possibly more) for luggage to arrive in your room.