Where does Pennsylvania return show what additional documents need to be mailed?

Yes, if you are filing a return with a refund use the following mailing address (same as you show in your question):

• PA-40, Individual Income Tax Return Refund/Credit Requested Returns:  
  • PA DEPT OF REVENUE,  REFUND/CREDIT REQUESTED, 3 REVENUE PLACE, HARRISBURG PA 17129-0003  
• PA State Return Mailing Addresses

When mailing returns, be sure to include your 1099-R, and any W-2s, as well as any other document if it has PA state tax withholding. You can email them if you have the correct email address, however it's not necessary if they are being sent with your tax return by mail.

Thanks for this confirmation. Do you know where this is all listed as a requirement? Did I miss it somewhere in TurboTax?

Also, I'm thinking of E-mailing my whole return to that E-mail address, not just the additional documents. 

According to Assembling Your PA-40 in the PA-40 Instructions Booklet, you should include your:

Federal Forms, W-2, 1099-R, 1099-MISC, 1099-NEC. Photocopies of your Form(s) W-2 (be sure the information is legible), or your actual Form(s) W-2. Include a statement to list and total your other taxable compensation. You must submit photocopies of your Form(s) 1099-R, 1099-MISC, 1099-NEC and other statements that show other compensation and any PA tax withheld. 

NOTE: Do not include copies of Form(s) 1099-DIV and 1099-INT, unless the forms show PA income tax withheld

I note that you’re considering emailing your state tax return.  I can find no official indication, anywhere, that this is an approved method of submission.  I would urge extreme caution.

Thank you for cautions. I checked that E-mail address, and it is ONLY for attachments, not the actual tax return, so I will make sure to mail that in.

Also, it's just surprising that you had to find that information on what to send in the PA guide, rather than TurboTax stating it.