Efiled returns are electronic files. They are NOT the paper copies that you see for your records so there is no "attaching" a paper 1099-R.
The Oklahoma Tax Commission (OTC), in conjunction with the Internal Revenue Service (IRS), accepts returns filed through the Modernized e-File system (MeF). This transmission method is a web service using Simple Object Access Protocol (SOAP) with attachments messaging capability. State returns are submitted as linked to the IRS submissions (also referred to as a Fed/State return). Oklahoma Tax Commission's Electronic Filer Handbook, p.2
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