The software for Massachusetts has a separate interview for health care coverage, which will pop up automatically as you go through the state interview.
Unlike the federal interview, you actually need to input some information from the 1099-HC (sent separately from the federal 1095 forms).
You enter 3 things:
1) Name if insurer
2) Insurer tax id #
3) Subscriber number
If you only received the federal 1095 forms, you can use those, but you'll need to get your subscriber number from your insurance card.
