If you are booked one one ticket, on your departure your bags should be checked through, but you'd still have to exit security and go to the Turkish Airlines check-in counter (standing in line with those just beginning their trip there) and get your boarding pass, then go through security to the international flights section, and government passport control (hang on to the immigration form you got when you arrived, since you hand it over on your exitg). Then to your gate. Allow enoug time for this.