In most countries in Europe (not only in the EU) you can download the official software from the corresponding tax authority. In many places you don't even need

In most countries in Europe (not only in the EU) you can download the official software from the corresponding tax authority. In many places you don't even need to send hardcopies of most documents - at most some printed page with a code and your signature. You must of course keep all the documents on which you based your tax returns in case they ask you specifically for them.