Generally speaking, the company can only send you a check if the balance is under $1000. If the balance is between $1000 and $5000, they must give you the option of getting a check or doing a rollover into a new IRA, and if you don't answer, they must open an IRA and do a rollover for you. If the amount is more than $5000, they can't force you out of the plan after termination (although there are some exceptions to this rule). In all cases, they must give you at least 30 days written notice, including the rules for taxation if you don't rollover the money into a new qualified account.
You had 60 days to do a tax-free rollover of the money into an IRA (that you could open in your name at a bank or broker firm), or into the qualified plan at your new job, if offered. If you did not rollover the money into a new qualified account (you kept the money) then you owe income tax plus an early withdrawal penalty.
If the plan did not explain these options to you, you might have cause to attempt to self-certify a waiver of the 60 day rule. That would depend on whether the 401k that sent the money committed an "error" by sending the money without sending an explanation of the rules and your options (30 days notice is required by law). You would attempt to deposit the money into a new plan by telling them this is a late rollover done under the self-certified waiver, and giving them an appropriate letter. If they accept the waiver, then you would report in turbotax that you did a rollover of the money, it would not be taxed, and it would remain in the new account to grow until your retirement.
https://www.irs.gov/pub/irs-drop/rp-20-46.pdf
https://www.irs.gov/retirement-plans/plan-participant-employee/retirement-topics-termination-of-empl...
