If you are going to mail your return it will print out with mailing instructions that tell you what to include and where to mail it.
When you mail a tax return, you need to attach any documents showing tax withheld, such as your W-2’s or any 1099’s. Send a copy; keep the original for your records.
Use a mailing service that will track it, such as UPS or certified mail so you will know the IRS/state received the return.
Remember that federal and state returns must go in separate envelopes to different addresses.