If the jail doesnt have any paperwork on you but your suppose to turn yourself in can they put out a warrant or anything
They have the ability to put out a warrant in order for you to turn yourself in. Let them know the reason for your not showing up and the judge may put you on probation or give you some form of punishment for failure to turn up.
I would go to the court that sentenced you and ask them what to do. Yes, they will get a warrant for failure to appear. It is their mistake but chances are you will be the one to loose in the end!