Hi Lalaa,
Yes, you should receive a confirmation email when they receive your application. This said, depending on how many applications they have received that week, it might not be immediate. I will also add that after several weeks of waiting for the email confirming that they stamped and received the application that I dropped off in-person, I finally made a call to the office and they said that they had sent an email the day after I dropped it off....though I have still not been able to located that email (checked spam and everything). Best of luck to you!