Getting request for those forms is pretty standard. Perhaps a processing error occurred and the PPR came before those forms were requested. 
Provide them ASAP even if nothing changed, complete and sign again. 
If I remember correctly, those form can either be submitted via GCKey (myCIC) or if no such options in GCkey - then via webform. 
As to taking it to the embassy - unless they specifically said to bring it to them I doubt you have to bring it to them.