The TurboTax program will only complete a Form 4562, Depreciation and Amortization, for the current tax year when you add an Asset for the rental property. Did you not add the property as an Asset when completing the rental income and expense section?
The Online edition does not have a Forms mode. You can only view or print the complete tax return, to include all forms, schedules and worksheets, after you have either e-filed the return and it was Accepted by the IRS or have paid the TurboTax account fees with a credit/debit card.
Click on Tax Tools on the left side of the online program screen. Then click on Print Center. Then click on Print, save or preview this year's return. Choose the option Include government and TurboTax worksheets