I received fa 1099-R but did not withdraw anything at all from my 401K. Why did I receive a 1099-R and do i have to put it into my tax return?

Yes, you do have to report the 1099-R in your tax return.  The IRS has a copy of it.  You may have received it if you rolled over funds into another retirement account, in which case it isn't taxable.  Or if you took out a loan on your 401k and stopped making payments on it, the loan balance would be considered a distribution. 

The Code in Box 7 shows what type of distribution it was.

Here's info on how to enter it in TurboTax:

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