@danielazheng_ are you a US person ( citizen/ GreenCard / Resident for Tax purposes) ? Which country are you from ( if not a US citizen or GreenCard holder ) ?
While I await your answers , generally you should try to get the issuer to issue you the 1099. If thta is not possible or advisable, you tell TurboTax that you have income of the category shown on 1042-S. Thus if the income is from a CD or savings interest, you report this income as if you had received a 1099-INT. Tell Turbo you do not have the 1099 and it will walk you through filling out figures as if you had received the form. If taxes ware withheld, you need to remember to enter this on 1040.
Does this help ? Is there more I can do for you ?