Did Wisconsin tell you that the federal return was not attached, or are you going by the PDF of your return?
Tax agencies (IRS and the states) are sent a version of your tax return in a data format called XML. This format is not really human-readable, which is why you can't see it; instead, the XML version of your return to sent to the state taxing agency in a two-way conversion, so only the state sees it.
So, unless Wisconsin sends you a letter saying that they need this or that form, assume that the XML format of your return is complete.
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