If you have an interview scheduled with USCIS, you will usually take the envelope with you to the interview.  If not, and you are working with an attorney, you can give it to your attorney.  If neither of these situations apply, you should submit the sealed envelope to USCIS as directed in their latest correspondence to you.
IMPORTANT:  You must protect your sealed envelope from any alterations.  USCIS will not accept your Immigration Medical Exam (I-693) if the sealed envelope appears to have been tampered with in any way.