Study Abroad: Madrid. Student Visa. Do I HAVE to go to Miami?

I am studying in Madrid in the fall. Looking to get my Student Visa. Based on my understanding I HAVE to travel to Miami to fill out the application in person. Is this true? Everything lead me to this website - https://usa.blsspainvisa.com/miami/

I mention Miami because I currently live in GA.

Thank you in Advance!