If you added it in the reservation itself via the confirmation number you should be good. If you went and added the number to the Rapid Rewards profiles it will not update previously booked tickets, it will however auto populate any tickets you book from here on out. When you check in for your flight you should see a TSA Pre icon on your boarding pass, if you don't have that you'll need to contact SW to verify your KTN was attached and figure out why it didn't work. Generally if you have the KTN attached you either get Pre or it will say SSSS which means you were selected for additional security checks, either randomly or for cause.