The nearest Sam's Club I know of is off the 192 at 7 Dwarf's Lane. It is not on any route from the airport to Windsor Palms that I take, but I am sure there could be a route.
From Windsor Palms you turn right on the 192 and it is a few miles the other side of Disney. There is a super-target nearby (with a starbucks) and an Applebee's out front. I am guessing around 8-10 miles away?
There is another one off OBT (and fairly close to the Costco in Orlando) - perhaps that one is better for stopping by on the way from the airport. But I usually have too much luggage to do a Sam's Club shop on the way from the airport!
-Kay