No it does not mean your refund will come in the mail, your returns were not filed yet. See the great answer by Champ xmasbaby0
Go back and make sure you are wanting to mail your return. If so, you will need to print out your return and mail it in. Then the refund will come back in the mail. Otherwise, you will need to file online with e-file. Then the refund will come back however you specify it to come back.