I filed my federal tax as efile, but PA tax I can not do efile. I got only to print PA forms. Do i need to attach any federal tax forms like 1040, schedule E or W2

When paper filing your Pennsylvania tax return, you need to include your W-2 and all documents showing tax withheld.  

You should also include a copy of your federal tax return including Schedule A-F and 1-6. 

You do not need to send the work sheets.

Here are the mailing addresses:

PA Department of Revenue
Payment Enclosed
1 Revenue Place
Harrisburg, PA 17129-0001

PA Department of Revenue
No Payment/No Refund
2 Revenue Place
Harrisburg, PA 17129-0002

PA Department of Revenue
Refund Requested
3 Revenue Place
Harrisburg, PA 17129-0003