According to the instructions for Form 14039, Identity Theft Affidavit, you can submit by either mail or FAX. You'll need to print and mail or FAX Form 14039, since there is not e-file support for the form. See the link above for the address and FAX number.
If you don't file Form 14039, you won't put the IRS on notice that your Social Security number has been compromised. See the IRS's Identity Theft Information for Taxpayers for more information.
