McKinney is the county seat of Collin County. There are several different types of courts. There are municipal courts where traffic tickets are heard along with very small civil suits. There are county courts at law where misdemeanor cases and mid range civil suits are heard.
There are also federal courts where federal crimes are prosecuted and bankruptcy cases are held. In Texas, divorce cases are held in state district court. Similarly, if a divorce is granted in Collin County then that means that in a subsequent suit affecting the parent/child relationship Collin County retains continuing exclusive jurisdiction over the case. In other words, if there is a Motion to Modify Child Support or Child Custody in the future then the divorce court in Collin County would be the proper court to hear that Motion.
The same holds true about a subsequent suit to terminate parental rights.