How do I change the tax withheld ? it shows we paid no federal taxes? how do I change my 1040 to e-file?

If you are changing the amount of federal withholding on a W-2 you would go to the Federal Taxes tab > Wages & Income > Wages and Salaries > Show More > Start/Revisit. On the W-2 Summary screen click edit next to your W-2 and then adjust the amount in Box 2.