Transit at Pudong airport by MU from Urumqi to Kuala Lumpur

Pls give details transit steps and check in counter require by flight MU 5688 to MU 539 . Do I need to claim luggage before check in to MU539? Where and what counter number? I am travel in group of 25 pax. Time is limited. Please advise to avoid miss flight. Can I check in luggage at Urumqi without claiming at Pudong airport direct to Kuala Lumpur? Tks