26.04.090 (Certificate for files of county auditor and state registrar of vital statistics – Forms) provides: "A person solemnizing a marriage shall, within thirty days thereafter, make and deliver to the county auditor of the county wherein the license was issued a certificate for the files of the county auditor, and a certificate for the files of the state registrar of vital statistics." The statutes are at http://apps.leg.wa.gov/rcw/default.aspx?Cite=26 .
It would be unusual that the bride and groom would be personally filing the marriage certificate.
The officiant may have given the two of you a commemorative copy of the marriage certificate. That copy does not need to be filed.
What you may want to do is verify whether your marriage was recorded. The recording would be in the county where you obtained you marriage license.
Failure to follow statutory procedures likely result in no legal marriage, except as provided by the statutes.
Even if there is no legal marriage, the doctrine of meretricious relationship may result in property rights between the two of you. Search this website for "meretricious" for more information.