Next time, don't buy the "light" fare if you plan on checking bags and have no status within Skyteam. It is much cheaper to just buy the regular fare that includes not only your checked bag, but also seat selection.

If the system will not allow you to add the bags prior to checkin, just wait until checkin. You'll pay a single fee (EUR 50) to KLM for the entire segment (Glasgow to Orlando), for the first checked bag up to 23kg. On the way back, you'll pay $60 to Delta for the entire segment MCO-GLA). You can do this during online checkin, or at the airport counter.