You should get only a single file recorded on the memory card. That file should have a .CR2 extension (thats the RAW).
On the rear LCD status display, in the lower left corner (just above the battery level indicator), is a box which should indicate if you are shooting RAW, RAW+JPEG, or JPEG. It wont actually display the word "JPEG" but will have a symbol indicate the compression and size of the JPEG (e.g. fine curved quarter oval with an "L" next to mean means low-compression high resolution JPEG.)
If your camera is set up to shoot only in RAW then you will see the word "RAW" displayed with absolutely nothing else in that box.
When you go into the menu system, navigate to the left-most icon along the top (the first red-camera icon all the way to the left). The top choice on that page says "Quality". PIcking that will let you choose the mode (RAW vs. JPEG, etc.)
When you are in that menu, the front control wheel (by the shutter button) selects if you want the camera to save RAW and which RAW mode. The larger rear control dial (right of the LCD screen) selects if you want the camera to save JPEG and which JPEG mode to use.
To pick only RAW with no JPEG, use the front wheel to select "RAW" (I never use SRAW1 or SRAW2) and use the rear dial to set the JEPG selection to "-" (which means no JPEG will be saved.)
The RAW image will have an embedded preview image within (which is in JPEG format) but that's a small, low-res preview (thumbnail size) and not a full size image. Also it is not a separate file.