Form 3949-A is not part of your tax return and isn't prepared by TurboTax. The form is available on the IRS website and will need to be mailed per the instructions from the IRS on the form. Here is a link to the form along with instructions:
https://www.irs.gov/pub/irs-pdf/f3949a.pdf
See this IRS webpage for more information on reporting suspected fraud activity.
If you were paid as an employee but you can't get a copy of Form W-2 from the employer, contact the IRS to determine whether a W-2 was filed with them. If you still can't get the information, file your return with a Substitute W-2. Form 4852. See this TurboTax article for more information.