When your site is ready to go live, you'll want to take inventory of which feature tests you used, and reduce your Modernizr JS library to include only those tests that you need. This way it is as small as possible, downloading and executing more quickly than it would with unused feature detections present.
The Modernizr module has you covered; it keeps track of all the tests being requested by other modules and themes, compiling a list on its main configuration page (visit admin/config/development/modernizr). This list is grouped by source, so you can see exactly where each test is coming from. There are three sources: modules, themes, and tests within your current copy of modernizr.js.
There's a link to download the exact custom build described on the config page, pictured here:

The button will link to modernizr.com/download/, allowing you to customize your copy of Modernizr before downloading the file. Once downloaded or copied to your clipboard, it will need to be placed within one of the two locations that the Modernizr module looks for:
- Libraries enabled:
sites/all/libraries/modernizr - Libraries disabled:
sites/all/modules/modernizr/js
After placing the library in the correct location, you should be able to reload the Modernizr configuration page and see an updated list reflecting any customizations you made once you were on the Modernizr download page.