You would enter it in the credits/deductions section under educational expenses (yes, fellowships go there too). If you are still a degree student, you can enter related expenses to reduce the taxable part of the fellowship.
Since there is no tax treaty, that is really the only thing you need to do, unless you had taxes withheld, enter them under estimates and other taxes paid.
I would recommend to file by mail to add the copy of the 1042s, so the IRS can match that 1042s to your return (as they get a copy from the payer as well).
