pdfs of the 8865 can be attached to the return. Indicate the number to be filed with the return in General > Other Information (Schedule B). The return can NOT be e-filed.

While in  input use Ctrl+F to start a search. Search for 8865 and I believe you will find 4 input areas. 

Here is a way to create the form https://www.irs.gov/pub/irs-pdf/f8865.pdf