I'm pretty sure they don't have to be consecutive days but you should go to the SW website and check the fine print, just in case. Or you could probably call them and ask.
We had them last year and only planned on one day at SW but decided to go for a few hours the day before to use our free day. But I remember thinking at the time that we could come back some other time to use the second day (since we're only 2 hours away) but then figured that we probably wouldn't end up using it. Since I was thinking we could come back for another trip to SW at a later date, I'm sure I must have read that the 2nd day could be used later and didn't need to be consecutive but you better double check.