No, I did it through the mail. As a non-res if you want to apply in person you have to go down to the Department of Public Safety, Special Licensing and Firearms Unit in Middletown CT. To do it via mail just call the Special License and Firearms Unit at (860) 685-8494 and they will send you a packet with all the forms.
Sorry but I cannot remember how much it cost, although it was under $100.