No, you do not need to mail in your W-2s. According to the IRS,
"You don't need to send your Forms W-2 to the IRS and should keep them in a safe place with a copy of your tax return."
See the IRS site for more information:
https://www.irs.gov/help-resources/tools-faqs/faqs-for-individuals/frequently-asked-tax-questions-an...