You put your yellow tags on your bags for the trip down. When you get to MCO, head down to the DME welcome area, check-in with them, hop on your bus to BC (I believe that's where you'll be, right?). Your bags will arrive at the resort and be brought to your room when it is available.
Now...when it is time to go home (

), you will get a notice the day before you leave telling you what time you will need to be at the bus area. That morning, you will take your luggage and head to the bus area, where they will put your bags underneath the bus, you go on the bus, and off you do, back to MCO. If you had been flying on say Delta, you could have stopped at the airport desk at BC, checked your luggage through, and gotten your boarding passes..enabling you to completely bypass checkin at MCO. But, that is the only difference.