You file all your income on one return. Your independent self employed income and your W2s all together on the 1040.
Enter each W2 separately.
To add a W2 just type w2 (small W) in the search box at the top of your return and click on Jump To the W2
OR To Add a W2 enter it under
Federal Taxes or Personal (for H&B/Self Employed)
Wages & Income
Then Wages and Salaries- Click the Start or Update button