I have taken distribution in 2020 under the Care Act under Coronavirus pandemic but I never received the form 8915E from my retirement company.

The retirement company should have sent you a 1099-R, so call them if you didn't get it.  Form 8915 is an IRS  that you complete as part of your tax filing.

Last year, you would have had to indicate to the IRS that you took a COVID distribution. If you did not, there was no way to waive the penalty. Form 8915E is a form you file when you prepare your taxes, not something you receive from the IRS or your insurance company.

You do not receive a Form 8915-E from your retirement company.  The 8915-E was included with your 2020 tax return when you indicated the withdrawal was related to the Coronavirus.  The 10% early withdrawal penalty would have been waived and not entered on your 2020 tax return.  

Look at your 2020 tax return.  If the 10% early withdrawal penalty was included it would have been entered on Schedule 2 Line 6.  The total from Schedule 2 Line 10 flows to the Form 1040 Line 23.  If there is no entry on Schedule 2 Line 6 then the penalty was not entered on the 2020 tax return.

Did you request to have the 2020 distribution spread out over three years?  If so, for tax year 2021 you enter 1/3 of the distribution in the 2021 TurboTax program in the Retirement Income section for a Form 1099-R.

If you had a Covid-19 related distribution in 2020 and selected to spread the distribution over 3 years -

Answer No when asked if you received a Form 1099-R in 2021, if you did not receive the form

Answer Yes when asked if you took a disaster distribution

Answer Yes when asked if you took a Qualified 2020 Disaster Distribution

Check the box that this was a Coronavirus-related distribution reported in 2020

In the box 2020 Form 8915-E, line 4, column b - Enter a 0

If the 2020 distribution was from an account that was Not an IRA

2020 Form 8915E Line 9 - Enter 1/3 of the amount from the 2020 distribution in both boxes for Line 9

If the 2020 distribution was from an IRA account

2020 Form 8915E Line 17 -  Enter 1/3 of the amount from the 2020 distribution in both boxes for Line 17

Do not enter anything in the other boxes, leave them blank (empty)

The 1/3 of the amount from the 2020 distribution will be entered on the 2021 Form 1040 Line 4b if from an IRA or on Line 5b if from a retirement plan other than an IRA

You can view your Form 1040 at any time using the online editions. Click on Tax Tools on the left side of the online program screen. Click on Tools. Click on View Tax Summary. Click on Preview my 1040 on the left side of the screen.

Using the desktop editions click on Forms.  Open the Form 1040