If you have not received a W-2 form yet, you can file a return using a substitute W-2, but this will require your tax return to be printed and mailed, rather than e-filed. Please see the steps below to file a return with a substitute W-2 form:
https://ttlc.intuit.com/replies/5451995
In addition, you can review this FAQ for other steps to take when you have not received a W-2 form: