You will need to print the last page of the online form, sign and date it, and mail it to your VA regional office. Specific instructions are included on the application web site.
You may also obtain a copy of the claim form by going to VA's forms download web site at: http://www.va.gov/vaforms/. Where it asks for the form number, type in "526" for VA Form 21-526, Veterans Application for Compensation and Pension. The form has multiple parts. Make sure you download all the parts.
In addition to the completed application form, VA may need a copy of your discharge paper, military medical records, and current medical evidence to support your claim. Your application and supporting information should be submitted directly to your VA regional office. Make sure your name and claim number (Social Security Number) are included on all documentation submitted. You can find the address for the regional office at: http://www1.va.gov/directory/guide/division_flsh.asp?isFlash=1&dnum=3 .