Anyone know where I can find the letter that pops up saying e-file or by mail and I pick by mail and a letter pops up with the address.I suppose to send my return.

That screen is in the Filing Steps - click File from the left side panel.  

The address to mail your return to will be found on the instructions page, which will be the first page of your tax return printout.  Or you can find the address from this link - Choose your State.