You can't use Disney's complimentary Magical Express transportation and luggage service for the WDW Swan and Dolphin. Shades of Green and the non-Disney hotels at Downtown Disney (such as the Wyndham Palace and the Hilton) are also not part of Magical Express, even though they're on-site.
However, you may see Magical Express motorcoaches stopping at the WDW Swan and Dolphin. That's because Magical Express motorcoaches serve Disney Cruise Line (DCL) land-and-sea guests, and DCL uses the WDW Swan and Dolphin as one of their land-and-sea resorts.