Right after you exit out of US CBP, veer left and there will be a sign indicating CO baggage recheck, but I believe it applies to all baggage recheck. Make sure your bags are tagged all the way to PBI otherwise you will have to carry them with you to C on the AirTrain. You'll see a number of people heading left and then see the baggage belt. Usually an employee will take the bags from you since they have to rescan your bag before it gets placed on the belt.