You can mail the proof to address on the citation or go to a local police station.
Usually your insurance carrier sends the paperwork to the DMV, then the DMV sends a letter to you stating that they have your insurance info. If not you should be able to get some kind of online confirmation that you have insurance. Call just in case though.
I would just call one of their offices before you decide to head in and they can answer that question for you.
Thanks! Your answer is awaiting moderation.