When you electronically file your state tax return, all required forms would be submitted to Wisconsin including the federal return that is required to be attached.
Did you electronically file and are now attempting to print out your return for your records? If so, this could be why your federal return isn't attached in your client copy.
If however, you are trying to print and mail your returns, as pointed out above, the forms should print out. Make sure you are selecting Filing copy to ensure all required attachments are included with your state return.
Wisconsin filing instructions
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