I suggest it's pointless to go to the Embassy, you would have to take originals of virtually all your previously uploaded documents and then return to collect the visa a couple of days later. Much easier to do it by post as you only need to send passport, bar code, return address and £10 cash, unless they have changed the rules since last week.
You should now get an email with receipt, barcode etc. Print off the barcode attachment and follow the instructions. Alternatively you can click on the attachments to the right of the status 'paid fee' and print those.