No, you don't have to attach any W-2 for electronic filing.  That applies only to paper returns.  See excerpt of filing instructions for IT-140 below (emphasis added):

"Electronic Filing – It is not necessary to submit withholding documents since this information will transmit electronically once entered within the software. If your withholding is reported on a NRW-2 and the source of the tax payment was a Partnership, be sure that the indicator labeled “From SP” is marked."