You can't e-file in case of TDS. You need to make return and deposit the same with NSDL
For the other e-filing get the given are as under:
1. VAT:Step 1: Login the website of the State VAT deptt (e.g, www.dvat.gov.in)
Step 2: Go to dealer login option & log in ths with the TIN & password provided to you by the deptt.
Step 3; Choose file return option in Form 16: choose whether it is original or revised return.
Step4: Now simply a form of VAT return will be opened that need to be filled as per the local state's law & the data available with you for your client.
Step 5: After filling this form for VAT, proceed to file return of CST under Form A.
Step6: In the end, varify the details filled & submit. Save the pdf file or take printout of the return filled.
For the remaining click on the following links.
2. PF: http://www.knowinfonow.com/2011/03/e-filing-of-monthly-return-of-provident.html
3. ESI: http://www.citehr.com/16685-how-submit-six-monthly-return-esi.html
4. IT: https://incometaxindiaefiling.gov.in/portal/faq.do