Did you book DME directly or through a
travel agent? That will make a difference. The packet has to go to the travel agent first, then they have to get it to you. If you booked directly, then it should get to you. You may want to call DME directly and make sure they have you in their system correctly. If they do, but you still haven't gotten your luggage tags, you have several options.
1. you can just head to baggage claim and get your own luggage then head to DME checkin desk. Your bags will go underneath the bus you are traveling on. And as long as they have you in their system, you don't 'have' to bring the packet with you. They will give you replacement vouchers at the desk.
2. you can go directly to DME desk, give them your baggage claim slips, a description of your bags and they will send someone to baggage claim to retrieve the bags. The bags will then go on the truck, with the tagged bags, to your resort. You will get your bags several hours after you checkin at your resort.
If it were me, I would just get my own luggage, and bring it to the DME desk with me. Yes, I like not having to lug my bags around the airport, but I just don't want the hassle of them going around and around the baggage claim belt, free for the taking, while a DME person travels there to grab them. That's the only thing that concerns me.
So, give DME a call just to be sure all is fine. Then, head out to MCO and have a great vacation!!