We purchased a second home in 2020 in a different state, where do I enter this information? And/or are there any tax benefits when purchasing a second home?

Only thing is you can deduct mortgage interest and property taxes (with limitations) if you Itemize Deductions.   You can enter deductions into Deluxe.

Can I do this even if I didn't get a form 1098 for the purchase of the second house? We only have the documents from when we purchase took place. 

Yes but you need to know how much interest you paid.  All the tax forms haven't come yet.  You may still get a 1098 in the mail.  Everything is slow this year.  

Thanks for your help!