The next step in filing for divorce is to actually file the forms with the court clerk. Present all the forms (originals and copies) to the court clerk where he/she will review them. If there are no glaring issues, the clerk will stamp all the copies as 'filed' and return them to you, keeping the originals.
Any temporary orders that you will be requesting the judge to make, such as domestic violence protection, child support orders, bill payments etc, should be in the forms you've filed with the clerk. You can get in contact with a family law facilitator or your lawyer to get more information about the forms you should fill out.
This first filing of papers is often called 'first appearance' and is a petition. Petitions have filing fees and you can ask the clerk what the fee will be. If you cannot afford to pay the fee you can request that it be waived.