AFAIK, when you are checking in online, you select the number of bags you want to check in. I may be wrong but I assume you can say 0 bags here and they will not be expecting them at the airport. (I doubt AL are going to care that you have paid for them and are not checking them in!)
If you are flying to the UK or Germany you have to go downstairs from the arrivals hall to put through your bags. Everywhere else you go to the normal departure area. They use normal check in desks to take the bags and you will see they are marked Baggage Tag and Drop (or something!) You just show your printed boarding cards and id and they tag your bag like normal.