The initial application is submitted to NS. After you received the file number from NS, you have 120 days time to submit full documents to the Visa Office which depends the country you are residing.
Perhaps based on your country, you are required to send full documents to London in the second step.
Check this on www.cic.gc.ca
Regards,
u have to sent ur documents to local office if u have sent ur documents to CIO then they will return to u. CIO just receives the initial applicatin and asses ur application either u r eligible or not.