They send a luggage tag in their e-docs, which you can print out and attach to your bags. You didn't get e-docs? While it may sound fragile, I've actually had good luck with them.
But regardless, don't worry about it. The luggage porters at the pier will have tags which you can fill out and attach. In fact they will not touch a bag unless it has a tag attached so they will hand you some tags if they don't see them on the bag. Have your cabin number handy, and I suggest you bring along a Sharpie type marker to fill them out.