If you have W-2's, you are considered an employee and not self-employed. When you are self-employed generally you receive a 1099-MISC, not a W-2. If you were supposed to be self-employed, but were sent W-2's, you should contact the employer/business who issued you the W-2's and find out why.
Otherwise you can enter multiple W-2's into TurboTax and continue preparing your return. Under the income and wages section you will enter the first W-2, and complete the section. Then you will be prompted to enter in another W-2 if you have one.
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