How does the IRS receive our various 1099 forms when we filed the federal and state tax forms electronically? Why did Turbo Tax not mention adding attachments?

The tax data from the Forms 1099 that you entered on your tax return is received by the IRS when you e-file your return.  There is no need to mail a W-2 or a Forms 1099 to the IRS.

No, that's part of the convenience of filing electronically, you do not need to attach nor mail anything unless explicitly asked to do so.