Go to Southwest.com, and login. Click the "details" link next to your points summary.
On the next page, there is a drop down called "Quick Links" to the right of "Snapshot", "My Travel", "My Rapid Rewards", "My Preferences". Click that Quick Links drop down. The third option is "Request Past Flight Points". Select it.
Enter your old flight's confirmation number in the box, hit enter, you're done.