You don't have to order GCMS notes. Some people order them if their case is not moving, or if they just want to see what's happening. Also, those who are called for interviews order them to see why.
They are the notes on your file, showing you what's been done, what hasn't, and notes the officer has left about your case.
In process isn't an official step where you get a letter. It's possible that they'll send you one if they need something from you. Otherwise, it just means that they are processing your application.