Someone from TT had told me that when I was all finished entering, it would ask if it was an inheritance and it never did. How do I know it didn't penalize me?  

Any penalty would be present on Schedule 4 line 59.

Not all types of distributions cause TurboTax to ask if the distribution was made from an inherited IRA.  For example, Forms 1099-R that include code D in box 7 do not cause TurboTax to ask this as there is no reason to ask.  The important thing is that the Form 1099-R includes code 4 in box 7 to indicate that the distribution was paid to a beneficiary.  TurboTax will never apply a penalty to distribution reported with code 4.