Although you can file your will at the courthouse, it is not required. And most people don’t bother doing it. If you don’t file it though, it is important to let the right person or people know where it can be found. Your will won’t do you and your family any good if you pass away and no one knows where it is.
If you are at all concerned that your will might get misplaced or even purposely hidden or destroyed by someone, then you might consider filing it at the court for safekeeping. Or you could just keep your will in a safety deposit box. If you do that though, make sure someone you trust has access to that box.