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As @Critter has said there is no penalty for not having health care insurance for tax year 2019 and beyond.  If health insurance was provided from the Marketplace, state or healthcare.gov then a Form 1095-A would be received.  The 1095-A is required to be entered so that the Form 8962 Premium Tax Credit can be generated.

The Form 1095-A is entered in the Medical section under Deductions and Credits.

On Affordable Care Act (Form 1095-A), click the start button