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
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