From what I understand the initial application has to be done on line,you can not apply in person.
For OA visa you also need police clearance and medical certificate. I think they will accept downloaded bank statements. All the documents then have to be uploaded to the Embassy. You will then have a choice of either mailing your passport along with your application document which will contain a barcode, or you can make an appointment to take your passport to the Embassy in person. It is not clear if you take passport in person whether it is done on same day or you might have to go back another day to collect your passport.