I made an early withdraw on my 401K and I didn't receive a 1099-R. Is there any way to document what I withdrew on my tax return?

Yes. You need to contact the company that handles your 401(k) and ask them to send you a copy of your 1099R form and you will need to have this form in order to file your tax return. 

When you get that form, you need to report the information from the form into Turbo Tax.