Since you entered all your transactions, you don't need to mail a copy of your brokerage report.
If you had entered 'Summary Totals', you may have needed to mail your Form 8949 and brokerage statement, and yes, TurboTax would tell you in the Filing Instructions if you need to do so.
Most taxpayers don't need to mail in their 8949s (unless they're paper-filing, in which case it gets included along with all their other tax forms).
Click this link for more info on Form 8949.
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