You have to get that form from healthcare.gov and enter it into the software. TurboTax cannot get it for you.
If you have medical insurance through your employer, the employer should provide you with a Form 1095A showing what months you had coverage and the amount of premiums you paid. Once you have that, Turbo Tax will ask you to enter that information when you are in the Deductions section if appropriate.
@harrisbmo Employer provided insurance will generally give you a 1095B or 1095C. A 1095A comes from healthcare.gov ---- for having "Obamacare" insurance through the Marketplace. You do not enter a 1095B or 1095C on a tax return.