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.