Upvote:0
Be sure to mention that you'd like your luggage to end up at your final destination and then double-check the baggage tags.
If we hadn't done that on our last international trip, my luggage would have arrived without re-checking it, but my husband's bags would have been left behind in another country although we were traveling together!
Luckily, we caught the slip at check-in, before our bags disappeared out of sight and the airline representative corrected her mistake.
Upvote:2
There is, unfortunately, no universal rule on this. Each airline has different agreements with different airlines.
You would need to call WestJet to see if they have an Interline Agreement with KLM. If they do, then likely you can check them through. But as you have two separate tickets, it will ultimately be at the discretion of the check in agent on your first flight.