Start with the open tax years (2016 - 2017 - 2018) that you can still get refunds on ... then look further back and file only the returns where you owe the IRS since the ones with refunds will not be honored any longer.
I highly recommend you seek a local tax pro ... they should be able to tell you which returns if any require filing.
All prior year returns must be mailed in ...
How to prepare a prior year return
https://ttlc.intuit.com/community/using-turbotax/help/how-do-i-prepare-a-prior-year-tax-return/00/25...
Don’t forget your state. And you will have to print and mail your returns. So be sure to attach copies of your W2s and any 1099s that have withholding on them. You have to mail federal and state in separate envelopes because they go to different places. Get a tracking number from the post office when you mail them for proof of filing.