You mean to say that you have not submitted investments made to your employer during the year u/s 80C like PPF deposit, LIC receipts, NSC investment etc or u/s 80D Mediclaim pmts?
You can take deduction under these sections while filing the retuens. There is no need to attach any proof with the return. But keep these documents safe with you as you will have to produce them is there is a query.
Also make sure that you include other income earned by you (and not disclosed to the employer) like house rent, interest earned etc. You also have to mention exempt incomes in the return.