The state government is different from the federal government (IRS) so you'll have to let the IRS know your direct deposit information.
However, the IRS and Treasury Department are developing a website for taxpayers who are expecting a check, where they can provide their bank account information in order to receive their Economic Impact Payment by direct deposit.
According to this message on the IRS website the IRS will notify taxpayers when more details are available. We will update this page when more information is available.