I can see where a misunderstanding occurred--I should have been a bit more clear.
Yes, you do have to take the firearm in and have an officer run the serial number. Yes, if the gun came back as stolen the gun would be retained.
Running the firearm's serial number through III is the definitive answer. However, there is another way...
There are a number of websites (such as hotgunz.com) that will tell you if a gun is in their database. It is nowhere as definitive as the Triple-I check, but at least you would be checking the serial number against a database--if that's what you're aiming to do.
Hiding in plain sight...