You should also keep a diary or similar record of your activity. The form reports the amount of your winnings to you and the IRS.how many internet gambling websites are there ONLINE AU.D About Form W-2G, Certain Gambling Winnings. File this form to report gambling winnings and any federal income tax withheld on those winnings. the amount of the gambling winnings, and. You will be asked if you received form W-2G as that's how winnings are usually reported. But - if you have not received the form- select Skip; the program will ask. Gambling income includes, but is not limited to, winnings from lotteries, you a Form W-2G (PDF) if you receive certain gambling winnings or if.