Yes. You need to amend the tax return for the year in which you received the income reported on that 1099R. Eventually the IRS will send you a letter if you do not report the income--it was reported to the IRS.
A 1040X cannot be e-filed. It must be printed and mailed. It will take about 4 months for the IRS to process an amended return. It is a good idea to use a mailing service that will track it, like UPS or certified mail, so you will know it was received.
Wait about 3 weeks from mailing and you can check the status of your amended return:
https://www.irs.gov/Filing/Individuals/Amended-Returns-(Form-1040-X)/Wheres-My-Amended-Return-1
https://ttlc.intuit.com/questions/1908543-do-i-need-to-amend
Yes. Unless the IRS sent you a bill and you agree with it.
How to Amend all years
Yes, the Form 1099-R is to be reported on your tax return.
See this TurboTax support FAQ for amending a tax return originally completed and filed using TurboTax - https://ttlc.intuit.com/community/amending/help/how-to-amend-change-or-correct-a-return-you-already-filed/01/25588