You can efile of file by mail your 2018 return. If you mail it, you can include 2017. You can't efile 2017.
If you mail them all at the same time, it is a good idea to use a separate thin envelope for each year's return and label each envelope with Tax year ___. Then mail them all in a one Priority mailing envelope.
[Edited 4/14/2019 [7:35AM]
You asked "do they have to be "done" separate." What all did you mean by "done."
If you are talking about any preparation, you cannot prepare 2 tax years together. Online TurboTax can only prepare a 2018 return. If you need any further preparation of the 2017 return, it would require 2017 desktop software.
If you paid for a 2017 return last year and need software, TurboTax Support might furnish it to you. It's also possible that if your 2017 return was completely finished, you can review it, then print, sign, date, and mail it without needing any software.