No, e-file refers to the process of sending your return information to the IRS electronically.
When you complete your profile and fill in all your information, you are completing your tax return. When you get the File section, you are setting up how your want to file that return.
The preferred method is e-file, but you can choose to print, sign, and mail in your tax return instead. If you complete the return, but don't e-file it, or mail it in, it isn't actually filed.