Should I contact my employer as I received a 1095-C? what does it mean I do not need to enter it on tax return?

A Form 1095-C is not entered on a tax return.  

That's for health ins.  You do not report 1095B or 1095C on your tax return.  You only report 1095A if you get one for having insurance from the Marketplace or ACA or Obamacare.

On a federal tax return you do Not have to indicate if you had health insurance.

The only health insurance form that is required to be entered on a federal tax return is the Form 1095-A.  If you did not receive a Form 1095-A then there is nothing you need to do on the tax return concerning having health insurance.