You need to keep going through the interview as if you do have a Form 1099-B. What you are looking for is the screen that says Now, we'll enter one sale on your [name] 1099-B. Under Sales section, choose either Short-term did not receive 1099-B form or Long-term did not receive 1099-B form.
To verify that information was entered correctly, after you print/create pdif of your tax return, look at Form 8949. Either box C or Box F will be check.
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