No not the worksheets. Just the 1040 and any IRS Schedules and forms. They will have a Sequence # in the top corner.
See 1040 Instructions page 64 how to assemble for mailing
https://www.irs.gov/pub/irs-pdf/i1040gi.pdf
Assemble any schedules and forms behind Form 1040 or 1040-SR in order of the “Attachment Sequence No.” shown in the upper-right corner of the schedule or form. If you have supporting state- ments, arrange them in the same order as the schedules or forms they support and attach them last. File your return, sched- ules, and other attachments on standard size paper. Cutting the paper may cause problems in processing your return. Don’t attach correspondence or other items unless required to do so. Attach Forms W-2 and 2439 to Form 1040 or 1040-SR. If you received a Form W-2c (a corrected Form W-2), attach your original Forms W-2 and any Forms W-2c. Attach Forms W-2G and 1099-R to Form 1040 or 1040-SR if tax was withheld.
