I entered my W2G for gambling/all taxes withheld. I lost that much, so my tax return shows no income.Shouldn't the federal/state withholding be printed on the tax return?

The federal and state tax withholding on your form W-2G are not shown separately on your federal and state tax returns. They are added together with other tax withholdings you may have on other tax forms such as W-2, 1099-R etc.

For federal withholding, the total withholdings on all tax forms are transferred by TurboTax to line 64 of your form 1040. By choosing the Forms mode, you can verify that total on your form 1040.