Yes. When
mailing a paper federal return you will need to include the federal copy of any
W-2s. Also include the federal copy of any forms that have federal tax
withheld. Attach them to the back of the Form 1040.
However, since you didn't include them, you should wait until the IRS (or your state Department of Revenue)
contacts you for additional information. They will send you a letter
requesting the documents. You should attach the documents to a copy of
that letter and mail the information back.