All your W2 income statements go toward your 1 tax return. You do not file a return for each.

Originals - your W2s should have several tear-off sections, and one is for filing purposes. You'll need to keep at least one section for your own records.

No, when you e-file a copy of your W2 is not required. The IRS will contact you for copies of them if they reject your return or audit you.