Before filing for a divorce do you HAVE to file for a legal separation if you have been living in?

different states for 12 yrs? I am working on my divorce, doing it myself. In all the papers & instructions I have read I have not found anything that says I do. But the courthouse wants me to bring in a paper called State Vital Statistics Form, when I read the instructions on it it was ONLY for those that have been legally separated 1st before getting divorce. I have known many people that did NOT file for legal separation 1st.