What do you mean by "transcript"? Do you mean that you have your father's SSA-1099 forms showing the Social Security benefits that he received? If Social Security was his only income he was not required to file tax returns. There is certainly no point in filing them now.
The usual meaning of "transcript" in relation to taxes is a document from the IRS that lists the information from a tax return. But that's for tax returns that were filed. If you have a Tax Return Transcript from the IRS, the tax return has already been filed.
