One of my 2019 W-2 was mail to my previous address so unable to enter this W-2 when I file my 2019 tax can I still file this W-2.

You will have to amend the 2019 tax return that was filed to add the W-2.

See this TurboTax support FAQ for amending a 2019 tax return - https://ttlc.intuit.com/community/tax-topics/help/how-do-i-amend-a-2019-return-in-turbotax/01/1238456

Not on your 2020 return.  You need to amend your 2019 return to add it.  Did you file 2019?  Didn't the IRS send you a letter saying you didn't report it?

How to amend 2019 online return 

https://ttlc.intuit.com/community/tax-topics/help/how-do-i-amend-my-2018-turbotax-online-return/00/961385 

(the title says 2018 but it is for 2019)

@DoninGA   Please pass on to the moderators that many of the amend links go to the wrong year and need updating.  Like open yours and click on Amend 2019 Online.  It takes me to the 2020 Amend.  And the 2018 online Amend is now for 2019.  Been meaning to tell someone for a long time.  

@VolvoGirl Reported to the Mods weeks ago...Appears the content team is dragging their feet.