Should I collect luggage for a short layover?

I am taking a Lufthansa flight from Seoul to Munich with a layover in Shanghai, Pudong airport, dropping off registered luggage in Seoul with destination in Munich. If I want to leave the Pudong airport for a short sightseeing trip, will I have to collect the luggage somehow? Ir I can be sure that it will travel straight to Munich no matter what I do in Shanghai?