How to file a capital loss carryover in previous years not filed?

For 2014, 2015 or 2016 I have not filed a return due to low income which based on the IRS online questionnaire.  The questionnaire did not ask about capital losses.  However,  I  think it is better  file return(s) that document losses now rather than file later.  For 2014 and 2016 I have Capital losses from stock I want to carryover for when my income increases in the future.   

Should I file all the past returns 2014-16 and 2017 or just compile all losses on the 2017 return with capital loss carryover? If just 2017, what supporting documentation should I provide i.e the  Carryover Worksheet in Turbo Tax ?