If I already filed my Federal Tax return on line but I owe and now what to send in what I owe. With my check, do I need to include my return with my payment.

You only need to mail the payment voucher, Form 1040-V, and your check for the taxes owed, nothing else.

No, you already e-filed your return.  Just include the 1040V voucher with the check or money order.  I always think it is a good idea to use certified mail when sending anything to the IRS so you will have proof that you sent it and that they received it.