Do i need to wait for all my w2’s to be sent to me before filling?

Oh,  yes!    You should indeed wait and be sure you have received ALL of your W-2's, 1099's (if applicable), etc. before filing.   All of your 2019 income is to be reported on the same one tax return.  And you should not file on the basis of paycheck stubs.

The employer is supposed to mail out your W-2 by January 31.   So if you haven't received it soon after that, you should contact the employer to check on it.   If you still haven't received it by February 14,  you can contact the IRS, and they will help you get it from your employer.

If you don't report all the W-2's on the same return, you would have problems, and might receive an IRS letter.  If your return with a missing W-2 was accepted, then the only way to later correct it would be with an amended return, which can be a big hassle. 

If your employer participates in the importing program with TurboTax, it might be possible to import a W-2 one hasn't yet received.   But usually you need to enter some extra info on the actual W-2 to import.  The safest thing to do is wait for the actual copy.   But here's a FAQ on it if you wanted to try AND if your employer participates:

FAQ: Will I be able to import my W-2 before I get it in the mail?