I report to IRS that my SSN was used to file an unemployment by someone and was a victim of identity theft. But I never got a IP Pin from IRS. Do I still answer YES?

Answer no, if you didn't receive a letter from the IRS with an IP PIN. 

The IRS Identity Protection Personal Identification Number (IP PIN) is a 6-digit number assigned to eligible taxpayers to help prevent the misuse of their Social Security number on fraudulent federal income tax returns.

You could contact/check the IRS website to see if you received an IP PIN to file your taxes. and you lost your CP01A letter (or never received it). You can:

• Retrieve your IP PIN online at the IRS's Get an IP PIN site; or
• Call the IRS at 1-800-908-4490 to have your IP PIN mailed to you (this can take up to 21 days)

TurboTax is unable to issue IP PINs and you won't find them on your tax paperwork. You can only get IP PINs from the IRS.