I started filing my first w-2, I had another job in 2019 that I haven’t gotten my w-2 for yet. Can I finish filing and add on later or should I wait for the second one to come?

Wait.  You have to file all your income at the same time on the same tax return.  You can enter the first one and anything else you have to enter but do not file until you entered all your income and your return is complete.