My federal return has to be mailed and the instructions say to attach copy of W-2 form. What form is this, or are these the W-2 I received from my employers?

That is exactly what it is asking for, the W-2's you received from your employers. 

Yes the actual W2s you received from each employer.  Make sure to keep a copy for yourself.  And attach any 1099 forms you got that show withholding in box 4.