Veteran's benefits are not taxable. There will not be a tax document issued for them, and you do not enter veteran benefits on a tax return. If you have some other kinds of income, you might need to file a return; otherwise, if the VA benefits are your only income, you do not need to file.
Who has to file?
http://www.irs.gov/uac/Do-I-Need-to-File-a-Tax-Return%3F