You have to retrieve your checked luggage from the carousel and take it to the bus.
If you bought your air from RCI, or if you bought transfers from RCI, you should have tranportation vouchers in your e-docs or paper docs. They will take those from you as you board the bus. If you qualify for the transfer buses but don't have a voucher, don't worry. They will have your name on the manifest and the bus driver will be able to check you off and let you board. Somebody will be standing at the bus door with the list of approved passengers.