No, that is not
true.
You are required to report all of your worldwide income on
your tax return. So, yes, you would
enter any tax documents that you receive reporting income on your tax
return.
An early withdrawal from a retirement plan would certainly
be reported on your tax return because you are likely to owe income taxes and
an early distribution penalty.
In some cases (such as bank account interest), you may have
income to report and no tax document in hand reporting it to you.