I emailed the embassy to ask and I received this reply:
Good day,
Thank you for contacting the Immigrant Visa Unit.
Please note that in the case of civil documents such as birth, marriage, death, or divorce records, it is your duty to send them in original only. Under no circumstances do we accept photocopies or color copies.
Please, make a single submission of all required documents following the steps described below:
1. Enter Yatri Colombia
2. Log in using your e-mail address and password.
3. Click on "Login". You will be directed to your personal website. At the top of the screen, you will find the "Continue" button, then click on "The Consular Section instructed me to send more documents".
4. Select the name of the applicants who require additional documents by clicking on the box located on the right side of the screen, in the same row as the name.
5. Explain why you have been asked for additional documents.
6. Click on "Submit".
7. If your request is approved, the following message will appear: "Your request has been approved". Click "OK".
8. Go back to the "Current Status" box and click "Continue".
9. Select Consulate: BOGOTA and click "Continue".
10. A window will appear with your personal data and the selection data of the courier service. On the lower right-hand side of that screen click on the button: "View Courier Service Receipt".
11. Print both pages of the receipt.
12. Go to the DHL office you selected and bring all the requested documents. You will find the exact address at the bottom of the screen.
Remember that any error in the registered data could delay the shipment process. Carefully check the contact information and your personal data. If necessary, modify them by clicking on the pencil on the right side of the screen.
If you have additional questions regarding the shipping process, please write to Yatri - Contact Us.