Or can I pick up the official transcript from my college in sealed envelope and send it by myself?
It depends on your current institution. For instance, my current college uses Parchment, where you need to order the official transcript, and either have the website send the transcript to you or directly to the school you plan on transferring to you. On the contrary, the community college where I took a summer course requires you to fill out a form to request an official transcript and asks you if you want to pick it up yourself or have them send it to the transfer school. Hope this helps.