If Schedule D was required in your federal tax return, you have to include a copy of the federal Schedule D (but not Form 8949) with your New York return. If you e-file your New York return TurboTax will automatically include the federal Schedule D. If you print your New York return to file by mail, TurboTax will include the federal Schedule D when you print your state return for filing.
When I print "all official forms required for filing" Turbo Tax includes form 8949, in addition to Schedule D. That's why I thought that 8949 needs to be included.