If you marry on the courthouse do u still have to mail your marriage certificate or they give it 2u the sp?

i read that once you marry, you have to send the certificate to the courthouse within 10 days, when i got married the lady told me that i didnt have to do anything, but i just realized i have 2 envelops with the courthouse address on it. now i dont know if you marry on the courthouse you still have to send the marriage certificate or what they give you is fine