I e-filed for my louisiana and fed taxes this year with the free version.Do I need to mail my W2? I usually do every year but this time I wasn't instructed to mail it

No when you efile you don't have to mail anything in.  That's one of the benefits of efile.  Did you print and mail your returns before?

If you e-filed and your return was accepted you do not need to mail anything.  It was all done electronically.