If you purchased Audit Defense for your tax return, call Tax Resources, Inc. at 877-829-9695, to see how it should be handled.
You will still have to make copies of your W-2. It just a matter of whether you send them directly to PA or thru Tax Resources Inc.
Otherwise, you're on your own. The letter from the state may say why they want them. Usually the state just wants to verify the amount of withholding.
For help from TT, and you did not purchase Audit Defense, try downloading and running the Audit Support Center at the following link.
(scroll down for more options)
See this TurboTax support FAQ for a list of Letters and Notices from the IRS or state: https://ttlc.intuit.com/questions/3605673-i-got-a-letter-or-notice-from-the-irs