If you received a form 1095-A or are listed as covered by a Marketplace policy (under the Affordable Care Act , aka, "Obamacare"), then, yes, you need to add the 8962 to your return.
You do that by entering the form 1095-A to your return, from which TurboTax will generate the 8962. If you don't have the 1095-A, then visit or contact your Marketplace for a copy.
Once you have your 1095-A, you can see how to add or create the 8962 by visiting this TurboTax FAQ on creating the 8962.
If you received a letter from the IRS requesting a form 8962, then please be sure to follow the instructions in the letter - for example, normally the IRS does not want you to amend your return (even if Turbotax thinks you are to get the form created) - they generally just want the 8962 itself. Be sure to follow the instructions in the letter carefully.
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