When your 1099-INT forms are ready you should receive an email, and have an item in your notification bar. These forms are locatable in your tax page here, or by navigating to Documents & Data > Taxes from the Mercury logo dropdown in the bottom left of your dashboard.
Simply select the form (or forms) in question and then choose to 'Download .pdf'.
You should be able to access all current and past 1099-INT forms that have generated. If you do not see any forms generated for the current year, it is unlikely you met the $10 interest accrual threshold for reporting.