The IRS won't let you mix W2 forms over different years. If you received a 2015 W2 but didn't file in 2015 -- and you were required to file -- then you'll have to prepare a 2015 return for that income.
If that was your only income for 2015 and it was below the filing threshold of $10,300, then you weren't required to file a return. In that case, you may still want to file if your employer withheld federal taxes from your pay.
Here's a link to IRS Publication 17, which explains who has to file (see page 4, "Do I have to file a return"): https://www.irs.gov/pub/irs-pdf/p17.pdf
