They are close to the cruise pier, not at. At least that is how it was 2 years ago. Make your way to the street, turn left, walk about half a block and there's a guard entrance. Tell him your going to DWM and he will let you in. Make your way back to the water and there is a small shop at the waters edge. Easy!
You could always take your own regs, masks, boots, and wetsuits. Leave the bc's and fins. That would easily fit in one bag...even light enough for the daughters to carry! My face is really hard to fit for a mask, I trust my regs, and swimming in a wetsuit someone else peed in is kind of gross.....although swimming in a wetsuit that I just peed in is perfectly fine! I never said it had to make sense!
Everyone should dive with a SMB and whistle (and finger reel if capable) and know how to use. The sites you will be going to should be fine...but it is Cozumel. I don't know how old your daughters are, but if they are younger, make sure they understand that drift diving is lots of fun, but it is important that they stay with you. Even a light drift is difficult to swim into if there is an issue. I have one daughter that wants to stay on the bottom taking inventory of every grain of sand, looking under every space, getting to know every creature by name, and can cover 10 feet in an hour. The other daughter would cover 10 miles in an hour if she could....while doing underwater summersalts. It's like the underwater scuba version of herding cats. Even with that rolling train wreck, if I say Cozumel, they say when. They won't even consider Oklahoma lake diving anymore.
Good choice on DWM, I think you will be very happy, they are one of the oldest operators on the island for a reason.
Eat at MI Tierra for me!
Safe travels,
Jay