Turbotax does not allow PDF attachments, even though the IRS (and maybe some states) do allow them. If you want to attach a statement and your state recommends attaching a PDF to an e-filed return, you will need to use different software, or mail your entire return with the statement. However, don't attach any statement unless it is specifically requested in the instructions. If you feel you need to explain something, but there is no specific instruction for it, file without the explanation but save your documents in case you are asked later.