When you print the return(s) for mailing, they will print with mailing instructions.  There are a few states that want a copy of your federal return.  If yours is one of them,  TurboTax will make sure it prints out with a copy to send to the state.  Read the mailing instructions carefully.  

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/state received the return.

And mail the federal and state returns in separate envelopes to the IRS and state.  They have different addresses.

Oh and since lots of folks are confused this year--

Look closely--the new "postcard size" Form 1040 is supposed to be two half pages--front and back--but when you print it out, both sides print on one page.  Do you see the black arrow pointing to the words "Sign here" in the middle of the page?  Sign and date it there.

If you have any of the possible 6 schedules, make sure you include those with your federal return.