You should have received W-2's from your employer(s), these are intended to be attached to your return(s).   If you are mailing your returns, you will need to attach your tax documents to your return(s) before sending them in.

If you are electronically filing your return(s), you will not be required to send these forms in.  

I've received the forms from the employers and entered them into turbotax. The issue is not that I haven't received them, but when I'm finished with my return and would like to see if they are attached to my return via print preview (which they are not).