At MCO, all the on site providers are in the parking garage, except for Hertz which is a short shuttle ride away. To pick up, you generally go to the desk in the airport terminal, do your paperwork, get your keys, then walk across the street to the garage for the car. It's probably a 500 yard walk.
On the return, you bring your car right back to the garage, and in most cases, they check you out and give you your receipt right there.
It's very convenient!