"Prepare W-2 Additional Statement"

I live in WV, work in PA. My employer withheld income tax for PA. I checked the boxes to make my income Non taxable in PA. It then said I would need to Prepare W-2 Additional Statement, which I did noting the PA  Schedule W-2S and stating I lived in WV but worked in Pa and the employer withheld the income tax. Do I need to send something into PA for this confirmation? Because my taxes are now showing I am getting that money back but I do not want to complete my taxes without knowing what is exactly expected of me now. Do I just file and the money I receive from PA send to WV? Or do I not E-file my PA taxes?