all you can do is file. you need your tax records for those years. if you don't have them transcripts of what the IRS has are available from its website. your are still responsible for properly reporting your income and maybe deductions. TT is not available for 2014 or prior. if your due a refund for 2015 or prior, their lost because you are filing too late. no penalty if your due refunds for those years. if you owe the IRS can go after you for a long time because you never filed. for 2016 through 2019 no penalty if your due a refund in each of those years. again if you owe the IRS can go after you.
see this link for prior years TT