You don't have an EIN. An EIN is an employer identification number, and you won't have one unless you are a small business that has employees.
In some cases, if you have your employer's EIN, you can download your W-2 information into your tax return. But not all employers participate. There's no guarantee you can download your W-2 even if you knew your employer's EIN. You could find out your employer's EIN by asking another employee what is written on their W-2
Your employer is required to mail you a W-2 by January 31, unless you consent to paperless online delivery. You are responsible for keeping copies of your valuable tax documents for at least 3 years (although 6 years is better).
If you never got a W-2, you can file using a substitute W-2 form and your last paycheck, but it will probably be inaccurate and the IRS will be sending you correction letters. It will be best to get another copy of your W-2 from your employer.
You may be able to request a "wage and income" transcript from the IRS that will have the information from your W-2, although I don't know if 2019 wage and income transcripts are in their system yet.
https://www.irs.gov/individuals/get-transcript
