The Filing Instructions print with the return, and yes, it should say to attach a copy of your W-2, any 1099-R (if applicable), and other forms showing any withholding.
But why would you want to mail instead of efile? Many folks who mailed their returns last year have seen their 2019 refunds delayed for many months due to the coronavirus pandemic, etc.
Also, even for efiling, it's still too early to be filing a return. While it's technically possible to submit the return, efile has not yet opened up at the IRS, and will not until the last week of January. Any return efiled now will just sit on TurboTax servers until the IRS opens up in late January, except for a very few returns that the IRS pulls early for testing purposes. And it cannot be retrieved from TurboTax if an error is discovered, which would require one to later amend the return, which is a hassle and delays any refund for weeks or months. Each year we see many people who end up with problems because they efiled in early January prior to the IRS opening.
