1st time home buyer and my RE agent said that I need to include my Final Closing Statement when filing taxes. Where/how do add this? I'm using standard deduction.

No.

You don't need to attach your home closing statement to your tax return, whether you itemize deductions, or use the Standard Deduction.

The RE agent probably just meant you might need to enter some amounts from the closing statement in your tax return.  Like if you itemize or have a rental or business.