if you booked through a TA, check with your TA first. it would have gone to them.
you don't technically need them as you can provide the claim tag numbers to the DME desk and they will get and deliver the bags for you, but it is also true that if you have used the yellow tags (or have all your luggage with you) and have the booklet in hand, you do NOT need to go to the check-in desk, but go directly to the bus lines.