It depends.
Make sure you have started your state return.
If you have already gone through the state sections, you should be able to print by following the instructions in the link below.
Good luck. I am having the same problem and it looks like this is a chronic problem for TurboTax. It is unclear to me why they don't facilitate this. I would say I am very, very dissatisfied with this.
I would love ANY ANSWER ON THIS -- even Turbotax telling me that _--SURPRISE!!! -- WE CAN'T HELP YOU AND YOU'LL NEED TO CONTACT YOUR STATE TAX OFFICE TO GET A COPY OF THE RETURN. This completely sucks. The online guidance not only is NOT HELPFUL, IT IS MISLEADING ....
You can print a copy of your return by following the instructions here.