Importing a W-2 only works for the current tax year, which is now 2020. The best way to get your 2019 W-2 is to contact the employer and ask for a duplicate copy.

If you are unable to get the W-2 from your employer, you can get a copy of your W-2 from the Social Security Administration. There is a fee of $90 for each year. See the following link.

How can I get a copy of my wage and tax statements (Form W-2)?

A 2019 Wage and Income Transcript from the IRS will list the information from your W-2, but it is not in the format of an actual W-2 form, and it does not include the state and local information (boxes 15 - 20). Go to the following link on the IRS web site to get a transcript. You want a Wage and Income Transcript, not a Tax Return Transcript.

Get Transcript

If you cannot obtain the W-2 from your employer, then for a fee you can get a complete copy of a W-2 from the Social Security Administration - https://faq.ssa.gov/en-us/Topic/article/KA-02501

You can get a free Wage and Income transcript from the IRS - https://www.irs.gov/individuals/get-transcript

BTW: Almost all payroll companies that offer import (even it it could be imported) require that you enter some information from the actual W-2 to prevent fraud and prove that you are you and have the actual W-2 in front of you.   Import does not replace the actual W-2, it just makes the data entry easier - you still need the W-2.