Did not receive 1099-MISC for settlement from capital one

What was the settlement for? This will determine if it is taxable.

it was for credit report fraud

If you need to report income that you do not have a tax form for, you can enter it in Other Reportable Income.   You can search for that phrase to be taken to the entry screen, or you can get there by going to Miscellaneous Income in TurboTax.   Go to Wages and Income and then scroll down to the last section Less Common Income, then to Miscellaneous.  

 

 

Then scroll to the last item, Other Reportable Income.