No guard, just drive on in, park and walk in.
My suggestion is to start with the Dolphin first! They have a really fun lobby. Walk around, take a look see, then head towards the escalators and walk around on the lower level where Blue is, Dolphin Fountain, etc. From there you can walk across the courtyard to the Swan! As you are walking towards the Swan, you'll be able to see where the launch is for the water taxi's that take people to and from Epcot and MGM. You'll also be able to notice just how close the Swan and Dolphin are to the Boardwalk, Yacht & Beach Clubs, MGM and Epcot!