It does NOT matter what airline you arrive at MCO on...every single airline allows you to tag your checked bags with those yellow DME luggage tags at your home airport. Then, when your bags get to MCO, they will be pulled out, before they ever get to the public baggage claim area, and put on trucks heading to the various WDW owned resorts. So..you do not need to get your own bags, unless you want to. But I can't imagine why you would want to spend the time waiting for your bags to arrive on the baggage claim belt, then lug them down to the next level and bring them on the bus with you, which will mean tipping the driver, then tipping whomever brings them to your room at the resort.
Just let DME take care of your bags..they will arrive in your room within 3 hrs of your checking in at the resort. Bring whatever you need for the first half day of your vacation...change of clothes, 3 oz. toiletries, travel documents etc...in your carryon. Then, you should be fine.
For your return to MCO, yes, you will be picked up in the area of 3 hrs before your flight departure. The bus may stop at one or two other resorts besides yours. When you get to the airport, the bus will make a stop on each 'side' of the airport, on the bottom level (they are not allowed on the upper levels due to size). Then you will have to get your luggage up to the baggage checkin level and head to security.
As for getting boarding passes, that's something I haven't had to do with that particular airline. But, I'm sure someone here will have the info you need.