No. If you e-filed it was all done electronically. Just make sure you save your return as a tax file and as a pdf. It is also a good idea to print your own hard copy for your records. When you use desktop software the only copy of your return is on your own hard drive or any back up device you use. It is not stored online.
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What says you have to mail it? It might be saying to mail your 1040ES estimates for 2025.
Was your efile Accepted? 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.
For the Desktop program you have to check the filing status inside the program. Open your return and go up to menu item
File > Electronic Filing > Check Electronic Filing Status