If you purchase tickets when you check-in, they will be encoded onto the room key. Another option is to purchase tickets from a discounted website, like
Undercover Tourist or Maple Leaf, and after you get your room key, take the keys and unused tickets to the concierge desk in the lobby, and they can transfer those tickets to your room key. You can also pre-purchase tickets from Disney's website and have them transferred to your keys. With
DVC you currently can not pre-purchase tickets as part of a package, like you can wth Disney cash reservations. Thay may change when the new booking software comes online later this year.
It is best to not transfer used tickets to room keys, it is a a hassle for staff, and not all of them are experienced enough to do so properly.
If you purchase an annual pass, Annual passes can not be added to room keys.