If you e-filed your tax returns and selected Direct Deposit as your refund method, you will receive your state tax return as a direct deposit as well. Please note that your federal return and state tax return are usually deposited at different times, one is coming from the Federal Government and the other is coming from the State Department of Revenue.
If you have received your Federal tax refund you should be receiving your state refund soon. Here is a TurboTax link where you can track your state refund.
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