We borrowed from our Voluntary Investment Plan, but have not received a 1099-R? Where do we show this income?

You don't have to report this on your tax return and form 1099-R will not be issued.  Funds borrowed from your retirement plan are not treated as taxable, as long as you are paying back the loan.  If you default on the loan, then it will be taxable distribution, which you will have to report.