I don't have my W-2 from last year and I need to file both federal and state income taxes for last year and this year, Is this possible using TurboTax? Please help

If you do not have your 2018 W-2 then you have to get it somehow in order to prepare and file the 2018 return.  Call, email and snail mail the employer to ask for a copy of it.  

Or use a Wage and Income transcript from the IRS for your federal return--it will show only the income reported to the IRS by the employer(s) for you for tax year 2018--it will not show state tax info. 

https://www.irs.gov/individuals/get-transcript

For a fee of $86 you can get a copy of your W-2 from Social Security.

https://www.irs.gov/help-resources/tools-faqs/faqs-for-individuals/frequently-asked-tax-questions-answers/irs-procedures/transcript-or-copy-of-form-w-2/transcript-or-copy-of-form-w-2

So....there are ways to get that 2018 W-2.

Online preparation and e-filing for 2018 is permanently closed.

To file a return for a prior tax year

If you need to prepare a return for 2016, 2017, or 2018 you can purchase and download desktop software to do it, then print, sign,  and mail the return(s)

https://turbotax.intuit.com/personal-taxes/past-years-products/

Remember to prepare your state return as well—if you live in a state that has a state income tax.

When you mail a tax return, you need to attach any documents showing tax withheld, such as your W-2’s or any 1099’s.  Use a mailing service that will track it, such as UPS or certified mail so you will know the IRS/state received the return.

Note:  The desktop software you need to prepare the prior year return must be installed/downloaded to a full PC or Mac.  It cannot be used on a mobile device.

Your 2019 tax return is a completely separate return.  You can use online software to prepare it or use desktop software for 2019's return.  Employers have until January 31 to issue your 2019 W-2.