You'll receive a room key for each occupant of your room when you check in, even if your room isn't ready. Keep everyone's room key with you as that is what you'll show the line attendant to access the express lane at the parks. Each person accessing the express lane will need their own room key. So if you have a party of 4 staying in the room, and all 4 want to use the express lane of a ride, you'll need to show the ride attendant the 4 room keys.
The room keys will also give you express seating at most restaurants at Citywalk. Just show your room key to the restaurant's check-in desk and usually you'll get seated quicker then other walk-up guests. Currently, Emeril's and Bubba Gumps are the two restaurants at Citywalk that do not support room key priority seating.
When checking out of your hotel, you'll keep your room keys so you'll still be able to access the express lines afterwards. Room keys are valid up till park closing time on day of check-out.