You don't have to send a check unless that's just how you prefer to pay it. You can go here http://www.revenue.state.mn.us/individuals/individ_income/Pages/Make-a-Payment.aspx and pay with bank account or credit/debit card.
Or you can choose the Pay with check and voucher option there. It will walk you through how to create a payment voucher to mail with your check. Then just print that and mail it with your check. It will also tell you what information to include with the voucher and check.