A 2105 W-2 can only be entered on a tax year 2015 return.
If you have already filed a 2015 tax return using TurboTax then you can amend the return to add the W-2. See this TurboTax support FAQ on amending a 2015 tax return - https://ttlc.intuit.com/questions/3410543-how-do-i-amend-change-or-correct-a-2015-return-in-turbotax
