On my Turbo tax file by mail instructions says to attach copy 1 of form W-2 to the front of form 40, but I did not have a W-2 (just 1099-R, SSA-1099).What does this mean?

[Anita01]

It could mean that you entered a 1099-R or SSA-1099 as a W-2, or it could just mean to attach any form that shows tax withheld.  Print and look at your Federal 1040 and if the is nothing in Line 1 for wages, just interpret the instructions to mean include any forms that show state tax withheld.