TurboTax has not yet released the State of Missouri tax program for tax year 2019. You can follow the estimated release dates of the various Missouri forms that TurboTax supports at State forms availability table for TurboTax individual (personal) tax products.
Changes made by the state late in the tax year do take time to implement in TurboTax; therefore, it is always unlikely that any state is ready to go on January 1 of the new year.
As spbeatty notes, please wait until the form you are looking for has been released (this link above will show you not only the estimated release date but also if the form has already been released). Note that "form" 5695 is actually considered a worksheet by Missouri and is completed as part of form MO-A.
As for the issue of attachments, the general rule is that e-filed returns prepared by TurboTax attach any supporting forms required by the state (such as the SSA-1099 in this case). In the rare case that a PDF copy of supporting documentation needs to be attached to the e-filed return, the state interview in TurboTax will provide a method to do so. If not, then you don't need to worry about it.
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