Do I have to include my Robinhood info about investments when Robinhood did not provide me a consolidated 1099? If I do, how do I include it etc?

Yes, generally  you need to report your Robinhood investments even if you did not receive a consolidated 1099. 

Robinhood typically provides a Form 1099-B as part of a consolidated 1099 document. This document includes information on gains and losses from selling securities, and it is usually available by mid-February - see instructions to access online here.