On the application site, you will click a button to generate the confirmation page that you need to print and take. It will have a barcode on it. The emails you receive do not have barcodes and thus will not work
It doesn't say you need to bring your application, but the center I went to wouldn't let me in without the entire thing, even though they didn't even glance at it! I had to go to the library and print it out. I'd suggest you bring it just in case.
Here's what the confirmation email said on December 2016 (when I did mine):
Your Biometric Enrolment Appointment
When attending your appointment you must take with you a print out of your appointment confirmation letter (this should be printed in the View Appointment Button above the “Print Your Application Button”) Passport/travel document. Your application will not be accepted at any other location. Please arrive 15 minutes before your scheduled appointment time, if you arrive earlier, you may not be admitted to the application centre. If you arrive after your scheduled appointment time, you may be asked to re-book a future appointment.
I no longer have the shipping labels and can't find any emails of them I'd sent to myself, but I recall them looking like standard UPS labels - they have a barcode, QR code, addresses, etc. When you look at the labels on the computer (before printing), do they look correct there?