Do I have to file something via the mail for the state of PA if I had some capital gains?

[laurenlsmiller]

beyond what was provided through filling with Turbo tax

[RobertB4444]

The forms that you printed from TurboTax should have filing and mailing instructions on the first page.  If there is anything that is listed there that didn't print with the forms (a copy of your federal return, a copy of any required other state returns, etc) then make sure to include them.  But it should have given you everything.

@laurenlsmiller