It depends what you mean by “where we came from”. By 'we' do you mean humans? In which case, it may be that we shared a common ancestor with apes. If you mean we as life-forms, then I don't think Darwin ever said how he thought life originated. That is one of the gaps in the theory.

On your next, more important, point... Evolution is what has happened, but the word evolution merely means change over time. We then have to understand how such change has been effected. Natural selection is merely one theory, and one based on a presumption of philosophical materialism, that evolution has taken place through a blind, purposeless, 'natural' process. That's where I disagree.