Why can't you just mail the federal return to the IRS? Did you get a letter from the IRS saying you didn't file? Did you efile last year? You can request a transcript from the IRS to see if you filed
https://www.irs.gov/individuals/get-transcript
You have to print and mail your returns. So be sure to attach copies of your W2s and any 1099s that have withholding on them. You have to mail federal and state in separate envelopes because they go to different places. Get a tracking number from the post office when you mail them for proof of filing.
Where to mail federal paper returns
https://www.irs.gov/uac/where-to-file-paper-tax-returns-with-or-without-a-payment