Prior year tax returns cannot be e-filed. You have to print, sign, and mail them. Do not combine any different tax years in the same envelope when you mail them. Mail them separately.
When you mail a tax return, you need to attach any documents showing tax withheld, such as your W-2’s or any 1099’s. Use a mailing service that will track it, such as UPS or certified mail so you will know the IRS received the return.