You would need to select "Add a state" in order to open the federal return, add the W-2, complete the state return, and file the state return if possible. (some states require a completed Federal return to be transmitted with it.)
NEXT YOU WOULD NEED TO GO BACK AND DELETE THE W-2 FROM THE FEDERAL RETURN IN TURBOTAX
then you'd need to "amend" the federal return and add the additional W-2.
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