It doesn't sound like you've actually e-filed your returns. If you have the signed 8879's (fed and applicable states), go to "efile" menu, and select "Step 2: Start e-file return wizard..."
Lacerte has some great self-study webinars on your "my account" page of their website. It will make the software a LOT more user-friendly. You'll pick up tips that will help you work so much more efficiently.
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