No, you should not mail in any documentation with your Tax Return to prove that your Dependents have been with you when you mail your return.
You need to wait until the IRS actually requests the information from you via a letter in the mail.
Unfortunately, if you send the documentation to the IRS before they request it, things get mixed up and it ends up taking them longer to process your return. My best advice is to gather your documentation now so that it is ready to mail as soon as the IRS sends you a request letter.
