If received a short term disability payment from Guardian. They said they will not provide a tax document. Where/how do I include this income?

Sometimes this is taxable and sometimes it's not. Even if it's not taxable for you, according to the IRS, "A Form W-2 must be prepared even if all of the sick pay is nontaxable (see Box 12 below). All Forms W-2 must be given to the employees by January 31." http://www.irs.gov/publications/p15a/ar02.html#en_US_2014_publink1000169582.

Also note: See Box 12 of your W-2, it might list  J—Nontaxable sick pay (information only, not included in boxes 1, 3, or 5

The only way that short-term disability is not taxable is if you pay all the premiums for the insurance and the employer pays nothing. Check with your employer and Guardian once again armed with this knowledge. And please feel free to post any additional details or questions in the comment section. 

Here's the full rundown.

Third-party sick pay is an insurance disability benefit (payment) that provides benefits to employees in place of lost wages due to absences caused by an illness, maternity leave or non-work related injury. These payments are made to covered employees under a plan that is set up for participating employers. These payments typically are a percent of the employee’s gross pay and commonly referred to as short-term disability.

• If the employer pays the entire insurance premium, then the sick pay payments received are 100% taxable to the employee.
• If the employer pays a portion of the premium and the employee pays the balance with after-tax dollars, then the sick pay payments are taxable in the same proportion as the percentage of the premium paid by the employer.
• If the employer pays nothing and the employee pays the entire premium with pre-tax dollars, then the sick pay payments received are 100% taxable to the employee.
• If the employer pays nothing and the employee pays the entire premium with after-tax dollars, then the sick pay payments received are not taxable to the employee.

Non-taxable sick pay is not subject to taxation because the employee contributed completely to the sick pay plan. It does not need to be reported on your income taxes (and is not shown in boxes 1, 3, and 5 of the W-2). Your employer was required to generate a W2 with the figure, which is why you received it. So basically you do not need to file this return, per IRS.