You will need to check in individually. Chances are you will be withing 10 numbers of each other. That's enough to sit together. or you can all board with whoever gets the higherst bording number, example - B5, B10, B12, B15. Everyone boards at B15. You will have to split up anyway since Southwest doesn't have a single four across seating.
If children under fiver or under are with you then board at family boarding which is after the A's and before the B's.