If you e-filed your return, you don't need to mail it in. If you choose to print & mail your return, then yes, you have to mail it in to get a refund.
Once your returns are accepted, you can check the IRS & State websites for information on your return & refund.
You can check the IRS website Where's My Refund for your Federal information?
https://www.irs.gov/refunds
If you have a State refund, click on the following link, then click on your State
https://ttlc.intuit.com/community/refund-status/help