If I didn't file taxes last year can I put all the W-2s from the years I've miss or do I need to file them all separately and go through the whole process one at a time

If you have W-2 from the previous year you will have to include them in the year shown on the W-2. You cannot include W-2 from previous years on your 2018 tax return. Please see this FAQ on how to file prior year tax returns:

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