My tax returns still have not arrived how do I check the status of my return?

Do you mean your Refund?  Did you efile?  Did you go all the way through the File tab, through the 3 steps and hit the big orange Transmit Returns Now button?  You can check your efile status here     https://turbotax.intuit.com/tax-tools/efile-status-lookup/   

When you efile you get back 2 emails.  The first email only confirms the transmission.  The second email says if the IRS (or state) Accepted or Rejected your efile.

What does the IRS say?  IRS Where's my refund https://www.irs.gov/refunds/
Make sure you are using the refund amount from your actual federal tax return and not the combined amount Turbo Tax showed you at the end.  That was for federal and state combined.