Need form 4562 (Depreciation and Amortization) in my Federal and Arizona Returns

I have rental property depreciation that I need to have in my federal and Arizona returns.   I input the depreciation data when asked by TurboTax and the amount shows up on the Schedule E (Form 1040, Supplemental Income and Loss), the Federal 1040-SR and the Arizona 140NR, but neither return has the form 4562 (Depreciation and Amortization) that should accompany the returns.  How can I get the form 4562 added to my two returns?