You currently cannot print the state return because it hasn't been paid for.
Since you efiled the Federal return, why are you not efiling the state return? There will still be the same fee for state return preparation, no matter if efiled or filed by printing and mailing. Efiling is normally the better approach, or is there some problem you encountered? You can't efile a state return separately unless the efiled Federal return has already been accepted.
In any case, here's how to file the state return by mail:
Open the return interview back up. (you can click on "Add a State" to get back in.)
Go to the FILE section and for filing method, choose to file the state return by mail (unless you want to try to efile it).
It will ask you to pay the state preparation fee if you haven't, and should offer you a chance to download/print in that section.
If it doesn't, you can go to the Print Center in the left column to print. Here's how:
Go to the left column menu and click on TAX TOOLS, then PRINT CENTER.
Follow the prompts to print the return.
There should be a page in the PDF called "Filing Instructions" that will tell you how to mail the state return.
Don't forget to physically sign and date it before mailing.
It's a good idea to mail by a method that has tracking such as certified mail, priority mail, etc.