it said on my packet 3 all the things that they need a copy of. at the first window you hand over the original and the copy, they make sure they are in fact the same thing, and then hand back the original. Can't remember if they give it back to you straight away or at the second window, but either way, you get them back before you leave the embassy.
By the way, somewhere I remember reading (probably packet 3, but maybe 4) that if you don't provide a copy they will charge £1 per copy they have to make, so make sure to do your own.
As a side note, all the evidence we sent in with our RFE we got back with our NOA2