If I didn't file last year and I have my W-2 for 2015, do I file it as another W-2?

[DoninGA]

No.  You cannot enter a 2015 Form W-2 on a tax year 2016 return.  The 2015 W-2 has to be entered on a tax year 2015 return.

[xmasbaby0]

To file a return for a prior tax year

Only a 2016 return can be prepared online and e-filed.  If you need to prepare a return for 2013, or 2014 or 2015 you can purchase and download software to do it, then print and mail the return(s)

https://turbotax.intuit.com/personal-taxes/past-years-products/

https://www.irs.gov/Forms-&-Pubs  (if you want to prepare on paper for free)

[VolvoGirl]

If you want to do 2015 for free you can get the blank forms from the IRS and filll them out by hand.  Here are some blank forms & instructions for 2015
1040 https://www.irs.gov/pub/irs-prior/f1040--2015.pdf     Instructions https://www.irs.gov/pub/irs-prior/i1040gi--2015.pdf

1040A https://www.irs.gov/pub/irs-prior/f1040a--2015.pdf    Instructions https://www.irs.gov/pub/irs-prior/i1040a--2015.pdf

1040EZ https://www.irs.gov/pub/irs-prior/f1040ez--2015.pdf    Instructions https://www.irs.gov/pub/irs-prior/i1040ez--2015.pdf

2015 Tax Tables https://www.irs.gov/pub/irs-prior/i1040tt--2015.pdf
Publication 17 Tax Guide for 2015 https://www.irs.gov/pub/irs-prior/p17--2015.pdf