LLC Tax Return in the State of KY

I registered a LLC in the state of KY in 2012. I have not used that LLC to conduct any business or any transaction to and from that LLC. I was aware that I have to submit an annual report. I have been submitting that annual report regularly. I was not aware that though I am not using that LLC for any business, I am obligated to file a tax return. I have not filed a single tax return for that LLC since 2012, and now I am getting notices from the department of revenue for late penalties. I want to close that LLC now. Do I have to file all the tax returns since 2012 for zero dollars? Does TurboTax can help me file all the returns since 2012?