Yes, you have to include all income on your tax return. The IRS also gets a copy of all your W2s, so they will know if you do not file one and will send you a notice.
Now, if your total income is below certain levels, you are not always required to file a tax return. For example, if you are single, with no dependents, and are not being claimed as a dependent on another return, then you don't have to file a tax return if you earned income (not investments or self employment) is below $10,350. However, most people still file tax returns to get their withholding back and it seems like your total income will be above the thresholds. But, you can find more information about these filing requirements at the link below.
https://www.irs.gov/publications/p554/ch01.html
