You can choose to file by e-file or by mail. The fee will be the same. E-filing is usually faster. There are lots of delays for 2020 refunds, even with e-filed returns, but mailed returns are taking several months at least.
When you mail a tax return, you need to attach any documents showing tax withheld, such as your W-2’s or any 1099’s. Use a mailing service that will track it, such as UPS or certified mail so you will know the IRS/state received the return.
Federal and state returns must be in separate envelopes and they are mailed to different addresses. Read the mailing instructions that print with your tax return carefully so you mail them to the right addresses.