No you don't. You can post in your application and supporting documents to the Visa Office. You should ensure that all of your documents are included as we cannot accept additional documents submitted at a later stage.
You can send your application to us by a variety of postal options (standard post, recorded delivery, special delivery, courier etc). However if you submit your application by post we ask that you include a self addressed Royal Mail Special Delivery envelope as it is a guaranteed next day, secure delivery service. You should keep note of the special delivery number so that you can track the return of your documents.