If you want to receive your Refund by Direct Deposit, and Efile your returns, (instead of mail them), go back to the FILE section.
You will indicate first that you want to Efile (a radio button) your Federal and State returns.
Continue, and you will get one asking how you would like your Refund, where you can enter your Bank Info for Direct Deposit.
Here's more info on How to Efile and How to Choose Direct Deposit.