Should I file a W2 I got from my bank

Did you work at the bank as an employee?   Or is the document something else---like some kind of a 1099?

It’s a 1099 form 

Yes----it goes on your tax return. But there are many kinds of 1099's----so you have to enter it in the right place.   Is it a 1099-INT----or something else?

Yes you must report all taxable income from all sources on your tax return. The 1099 might be interest income if it is a 1099-INT.

Yes it’s a 1099-INT