For wage stmt: Goto General > Misc. Info./Direct Deposit, under the Miscellaneous tab, and look for the line "Wage/pension schedule: 1=with tax return, 2=with worksheets, 3=suppress [Override]".  Most of the basic printing options can be found on this input screen.

There's no CA wage statement.  If there are adjustments, you'd find these on Sch CA (540).