So in trying to figure out your question, here's what I've got from you:
You're trying to book two rooms. Your friend booked their room and somehow that was the final room available at the resort, leaving you without a room available to book.
You then went onto Expedia, booked a room through them, and are now trying to figure out where to go from here?
I can't speak for booking through Expedia, but I *can* speak for booking through Orbitz, so I presume the process is the same.
Orbitz gives you the Disney reservation number. It's different from the Orbitz reservation number and is buried about 2/3 of the way down in the confirmation email. It should either be a 12-digit number or a 6 or 7 character alpha-numeric reservation number. You can take that number and link it to your My Disney Experience profile. (I suggest setting up and/or linking any other members of your party in MDE *before* linking the reservation)
If the Disney reservation number isn't in the email, call Expedia and get it.
Once linked, you'll then be able to customize the Bands and have them shipped to you (assuming you live in the U.S. If you don't, then they'll be waiting for you at check-in). Assuming both your reservation and your Annual Pass are properly linked to the same MDE profile, the new Bands will work interchangeably with your current ones you got with your AP.
You'll also want to double-check the shipping address on the Bands. When I worked on my reservation through Orbitz, the address was input as the address of the main offices for Orbitz in Chicago. It was a quick change to get it to be my actual home address.
If you don't link your reservation, the MDE site won't know you're an on-site Guest and you'll only have a 30-day FP+ booking window rather than the 60 days you get from staying on-site.
Your friend who booked through Disney directly can go onto their own MDE account and customize their Bands to be sent to her. Even though she doesn't want to buy her park tickets until she gets there, I would *highly* recommend buying them ahead of time. She won't be able to make any FP+ reservations until she buys the tickets. She can buy the tickets, arrange to pick them up at Will Call and they'll be linked to her Bands.
-Rob