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The MI-1040 Individual Income Tax Forms and Instructions don’t advise that you attach Form(s) W-2, 1099s of any flavor, 8833 or 1042-S to your return.  

You do need to complete Schedule W, Michigan Withholding Tax Schedule, and attach it to your return.

And, similarly to the federal return requirements, Michigan has an attachment sequence for forms that need to be included.  Please see Assemble your returns and attachments in the link above for the correct order.