Unfortunately you cannot include a supplemental statement and E-file with TurboTax.
If you want (or need) to attach a statement, your return must be filed by mail.
Please see the IRS notes on HOW TO PREPARE YOUR TAX RETURN FOR MAILING
Your Federal tax return goes to a different location depending on the state that you live in. See this list to determine the location for you.
Where to File Paper Tax Returns (irs.gov)
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