I cannot e-file because I do not have my dependent's PIN number. I have three W2's
The pin is a self-selected number of 5 digits. the IP PIN is a different story. it's 6 digits and it can be obtained from the IRS website
https://www.irs.gov/identity-theft-fraud-scams/get-an-identity-protection-pin
you do not include your dependents w-2s on your return. they may need to file their own return.