If your marriage was valid as a Protestant, then it remains valid as a Catholic. You don’t need to remarry in the Church. You can’t remarry in the Church since you’re already married.
I assume your pastor or someone from your RCIA team inquired about your marriage and determined that nothing more was needed.
Is this the first marriage for each of you? Were either of you baptized Catholic? If this is your first marriage and neither of you were Catholic when you married, you should be fine.
You can talk with your pastor about your specific situation to set your mind at ease.