The cheek swab is one way, but there is a blood test too, so you were on the right track. There are special procedures, the blood has to be drawn by your vet then shipped off to a lab in Missouri. It is easier for most folks to use the cheek swab though now that that option is available. It is only $5 more than the blood test, but you don't have to pay for vet/shipping costs to go the blood route. And it is quick and painless and can be done in your home anytime. However if you're willing, they could always use the blood for future research. It gives them more to work with than the cheek swab.
The urine test is the old fashioned test, that just lets you know when the dog starts spilling sugar and the disease takes effect. It's not the same as the genetic test that tells you whether or not your dog will be affected or if he is a carrier of the disease.
You need to do the cheek swab (or bloodwork), and then if you get "affected" results, then you do the urine test weekly/monthly until you see the disease kick in so you can treat it. Sometimes it waits until their teens to show up, but usually around 4 or 5 ish.