Ladies gave birth at 34w 6days

To anyone who gave birth at around 34 to 35 weeks , does the baby comes home with you or do they need to stay at the NICU ? Im a first time Mom and had a scare today , 2cm dilated and 80% effaced already , contractions happened for 8 hrs , no pain tho just I thought usual backache, baby in position and laying very low down there but they sent me home today .is the baby gonna be ok if ever he comes out sooner than 37w?

Thank you in advance for answers .