Forms 1095 are issued from your employer, health agencies, insurance companies, etc. that may have provided you health insurance coverage.
If you were not covered by any health plan, then you may be required to pay a penalty for non-coverage of health insurance unless you meet the exceptions. TurboTax will determine the penalty amount if you don't meet any of the exclusions.
If you were covered under someone else's plan, then the Form 1095 would not be distributed to you. You will check the coverage box if you had insurance under someone's else plan the entire year. Otherwise, you will continue navigating through the Health Insurance section to determine if you are subject to the penalty. The penalty may reduce your refund.
Begin the interview for health coverage by clicking the Health Insurance tab.