Have a look at this question on the QR website:

http://support.qatarairways.com/entr...line-bookings-

In practice, if you can purchase all the flights on a single ticket (from an online travel agent, a local travel agent, or either airline), then interlining is both possible and guaranteed.

If, instead, you are buying separate tickets (which it sounds like) and then hoping to get the agent at check-in to tag the bag all the way through onto another airline's ticket, then the chances are high that you may be refused even if it is technically possible.