That's where you go to get it done after you do the online application, and pay the fees.
Oh!, BUT IT's NOT DONE! Then you SEND in your application again with your Passport and another pile of paperwork and wait another 2 weeks for it to comeback AGAIN!
Another reason why I don't travel to visit other countries!
How bizarre. We've always just sent the passorts to the Chinese Consolate in Houston (I think it was). The passports came back with the visa pasted inside on one of the pages. Fees went to them and not the DHS.