Turtle Lake (the casino) is a very small, tribal run place but yes you can get it in the form of a cashier's check or something similar for larger wins. That's not something they'd typically do for someone who won say $100 on a slot machine. Straight cash payout there.
I live in MN but have played there several times and it's very unlike the Vegas style casino rules, etc. that I think people are thinking about. The clientele is almost exclusively locals and those traveling to rural WI for cabin/hunting/fishing/etc. trips. I only went there because it was the closest place that offered no-limit hold em' as Minnesota state law prohibits that.
Turtle Lake may have something like that but it's likely for higher rollers. I played poker there a number of times and had several decent nights (+$400-600ish) and had a player's card (you need one to be eligible for stuff like bad beat jackpots) but was only paid in cash. I'm not sure they do 'house' accounts like you'd expect a Vegas casino to do. The casino really is your small, blink and you miss it hole in the wall tribal joint.
Agree with a previous poster who said that the reason the casino was mentioned is that they probably have the best surveillance footage of anywhere in the local area, certainly much better than a home camera in someone's yard. I also have many friends who work in the casino business and used to play poker as a side/supplanting income source in my younger days so have a certain degree of knowledge about general security practices - specifically at the smaller, tribal ones as that's where my friends work.