If they are linked to the proper folks in their MDE account, you should be able to just scan your band, scan your finger, and head on in. However, something I would recommend - if you have any other tickets still in your account (perhaps an old non-expiring ticket and or comp ticket you got along the way), I'd stop at Guest Services and make sure the AP is prioritized as the first ticket being used when you enter the parks.
I came here asking the same question! Just go to the gate, no need to go to Guest Services. But remember to make a park reservation. I didn't think of it (a hurricane had changed all our plans) so I had to wait while the manager made a park reservation for me, then my AP worked fine.