COA (DS261) is the first step without filling it you cant pay any fees. Just wait for ur COA and fill it once it turns up.
Ds261 is the choice of agent. It means you can appoint yourself as an agent and fill out your details in the form.
You can check ur status here: https://ceac.state.gov/IV/Login.aspx Enter ur case number and invoice id number and you are good to go.
If it states "Start your application" then you have received ur COA (DS261)