Check the appointment confirmation email you will receive from them. I know mine from last year indicated all supporting documents were to be brought to the appointment, but I'm not sure if they will have changed that instruction. That said, they didn't actually look at any of them or do anything with them, so it didn't seem entirely necessary. However, the appointment is probably the last opportunity to upload anything before the application is submitted to UKVI, and I think they do a quick quality check to make sure what you uploaded was scanned at a reasonably acceptable quality so if they spot something and you have the document with you it becomes an easy thing to fix.
I'm just a guy on the Internet who immigrated to the UK. My opinions are based on my experience and interpretation of the immigration rules and should not be considered legal or immigration advice; your mileage may vary.