Do you have the 1099-B forms?

What did you sell that was being reported on schedule-D ?  stocks/bonds or real-estate or what?  Did you sell directly or through an agent ?

I suspect the IRS also wants proof of the basis (purchase price).

You have to upgrade to TT Premier to generate Schedule D.

Supporting forms are Form 8949 and any other forms pertaining to a non-zero line amount on Schedule D

It appears that the IRS is requesting a Schedule D as well. Since OP is asking from TT Deluxe, one may never have been created.  We need more info from OP

@wadizd  was the box "Schedule D not required" checked on your 1040?
Others have noted that IRS would ignore that checkmark.
If so, attach 1099-DIV showing capital gains.