I have not filed for tax years 2016, 2017, 2018. I know I am due a refund for all years
I do not have W2s for 2016, 2017.
I have located my transcripts on the IRS website. I will be mailing my Federal returns. Can I attach the transcripts to my return in lieu of the missing W2s?
Yes. If there is no way to get a copy of your W-2's the transcript has been accepted in the past. However, it will not include any state withholding.
If you are in an Income Tax state the Federal Government does communicate with the state and you will be taxed on all of your income.
I would recommend that you try to contact your employer(s) and request a copy of your W-2's.
Ok I now have my prior year w-2(2018).how do I file?
To file a return for a prior tax year
If you need to prepare a return for 2016, 2017, or 2018 you can purchase and download desktop software to do it, then print, sign, and mail the return(s)
https://turbotax.intuit.com/personal-taxes/past-years-products/
Remember to prepare your state return as well—if you live in a state that has a state income tax.
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.
Note: The desktop software you need to prepare the prior year return must be installed/downloaded to a full PC or Mac. It cannot be used on a mobile device.
If you are getting a refund, there is not a penalty for filing past the deadline. If you owe taxes, the interest/penalties will be calculated by the IRS based on how much you owe and when they receive your return and payment. The IRS will bill you for this; it will not be calculated by TurboTax.
https://ttlc.intuit.com/questions/1900990-how-do-i-file-a-prior-year-tax-return