Do I need to add my 16 year old's W-2 and his 1095-A to my taxes or does he need to do one separately?

You do not report your son's W2 income on your tax return.  If you are claiming him as a dependent, you will have to report the 1095-A on your tax return (and he does not have to report it).  As a dependent, he would only have to file a return if his W2 income is more than $14,600.  If he has withholding (Box 2) you can file to get that refunded.