Southwest is not a particpating airline, but the only thing that affects is your ability to check your luggage and get boarding passes at your resort. Otherwise, you have the use of all the DME services and there's never any difference coming IN to MCO no matter what airline you're flying.
On the way IN, you'll receive tags that you will place on your your bags before you check them. After that, you won't have to deal with your checked bags again until they are delivered to your resort room. If you want to claim your bags and take them with you, just don't put the DME tags on them and collect them at the baggage claim carousel as usual. They'll go on the DME bus with you to your resort. Any carry-ons will be placed under the DME bus you ride to the resort. If you're not going to your room upon arrival, you can have bell services hold them for you.
Since Southwest is not a participating airline, you will need to take your luggage with you on the bus when you are LEAVING WDW, then check them in at the airport. You can get your boarding pass at the airport too, but it's best to try to check in online 24 hours ahead so that you can get an 'A' boarding pass. That can be done on any Web enabled cell phone or the ASM front desk probably will do it for you.