Well, if you don’t tell them, then they don’t know to send their portion of your application-- your transcript, the description of the courses, and so on.
Each school has a procedure of its own. In my school, as well as my kids’ school, you have to fill out a form that requests that the packet be sent to each school you’ve applied to. You do it AFTER submitting the application.
If you don’t do that, then your packet doesn’t get sent and your application is incomplete.