For International to Domestic connections on Turkish Airlines, your bags will be automatically transferred to the domestic flight IF (and only if!) the domestic destination you are travelling to has customs facilities at the airport.
In the case of Antalya, they DO have such facilities, so your bags will be automatically transferred to your domestic flight.
Shortly before landing into Istanbul an announcement will be made on the flight, and they will direct you to the back of the in-flight SkyLife magazine to confirm which locations do and do not have customs facilities, so you can use this to confirm what I've said above.
Upon landing in Istanbul you will need to proceed through Passport Control (just follow the signs), through baggage claim and customs (WITHOUT collecting your bags), and then make an immediate LEFT turn and follow the signs to the domestic terminal which is a 5-10 minute walk away.