Yes. if it was under 14,600 you should file to get back any tax withholding taken out. And if it was more than 14,600 you need to file to see if you owe any tax on it or get a refund.
Enter a 1099R under Federal Taxes Wages & Income Then scroll way down to Retirement Plans and Social Security Then IRA, 401(k), Pension Plan Withdrawals (1099-R) – Click Start