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It would seem that the payroll company that your employer uses that made the W-2 available online,  specified that the control number was required to verify that you are who you say you are in order to import the W-2, but they failed to provide a control number on your W-2.  

You would need to talk to your employer to get that corrected, but it is simpler to just manually enter the W-2, but skipping the import or returning to the Wages & Income section, I'll choose what I will work on, and the W-2 section.  When the enter EIN screen comes up, do not enter anything, just continue.
**Disclaimer: This post is for discussion purposes only and is NOT tax advice. The author takes no responsibility for the accuracy of any information in this post.**