When you did your state return in TurboTax, you would have chosen the option of direct deposit or a mailed refund. You can go into your TurboTax account and check to see which option. You will be able to make changes to this option IF you have not filed and submitted your return.
https://ttlc.intuit.com/replies/3302459
You can also check with your state's revenue department to verify that you are receiving a check or a direct deposit.
https://ttlc.intuit.com/replies/3302452
Please get back to me and let me know if this does help you.