Do I have to show a transfer from one IRA to another iRA?

NO - I did not receive a 1099-R only an IRS  Form 5498 from the new IRA account showing the Fair Market Value. I get a monthly statement from the new account showing activity. And it showed the amount transferred on that statement.

So I do not need to worry about adding anything in to my taxes?

Nothing to report.

Thank you

Did you receive a 1099-R?

Trustee-to-trustee transfers from one account to another where you never see the money are normally not reportable.