Once your documents have printed and are ready to be mailed, there is a cover sheet telling you which documents to send and where.
If you e-filed, you do not have to mail your return.
However, mailing your return to the IRS depends on which state you reside. The following link gives you the addresses to mail returns.
https://www.irs.gov/filing/where-to-file-paper-tax-returns-with-or-without-a-payment