Must the self employed file tax form 1040?

In general yes if your business is a proprietorship. You will also have to file the 1040-se self employment tax and the 1040-c profit or loss from a proprietorship as part of your regular income. . If your business incorporated you will file a tax return for the corporation and your personal taxes will include and payroll you paid yourself and you may or may not have to file a 1040 depending on your personal tax situation.