When inside of your federal return, click on 'Health Insurance' at the top. This takes you to the beginning of the insurance interview. You are first asked if you and your family were covered. Then, if you were covered, you are asked about the type of coverage. Only coverage through the ACA/Obamacare/Marketplace gets entered into TurboTax. These plans issue a 1095-A and all 1095-A forms get entered.
If you have coverage but it is not through a plan that issues a 1095-A, you may have received a 1095-B or 1095-C. These 2 documents do not get entered into TurboTax. Only the 1095-A gets entered because it is used to calculate penalties or premium tax credits on your tax return.