Its not a choice during the step by step - its a tab at the top of your screen.
You would click the Federal tab and then the Other Tax Situations tab at the top. I have included a screenshot of where it is located. This screenshot is from TurboTax Online but it would be in a similar spot in desktop.
But, what exactly are you looking for? If you have already filed your return and you are trying to go back in for estimated taxes or something similar, then you won't get the same screen. You will need to first click the "Add State" button at the bottom of your tax homepage under Your tax return & documents when you log into you TurboTax account.