The Wisconsin Schedule WD is available for Efiling.  A PDF file cannot be attached to an Efiled return. 

The form should be prepared for you by TurboTax, so you should not need to mail in any additional forms.

When you Print/View/Save your tax file, make sure Schedule WD is included and review the entries there if you want to claim the Wisconsin Capital Gains Exclusion. 

If you are using the desktop product, click this link for instructions on How to Manually Update.

Click this link for more info on Wisconsin Schedule D.

That is exactly what I assumed. Turbotax did fill out Schedule WD, and as far as I can tell, it filled it out correctly. It calculated the difference for me and entered it on the appropriate line. I reviewed it and made sure that the entries were correct, as far as I could tell. I reviewed the printout of the completed tax return, Federal and State, and Schedule WD is included.

Why, then, is the software telling me that I have include a copy of the federal form "marked for Wisconsin purposes" as a pdf? I can't find any files "marked for Wisconsin purposes."

The sch WD is all you need. It sounds like the program is arguing with itself. The WD is there but giving you a warning anyway. If you are ready to efile, you can try. If there is a problem, let us know.