After the taxes are withheld, they need to be paid in to the government and reported on a form. If they weren't reported on your W-2 form the only other likely form they would be reported on would be a 1099-B form, which may have been generated reporting the stock sale. The 1099-B form would likely be issued from a brokerage account. You need to ask your employer who that would be and then contact them for a copy of the 1099-B form.
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