If you efiled, use this tool to doublecheck that the state return was successfully filed and accepted:
https://shop.turbotax.intuit.com/efile/efile_status_lookup.jsp
If
it was accepted or if you mailed the state return, then here's how to check the status of a state refund. When you click on your state, you'll get another FAQ that has a link to the Kentucky "Where's My Refund" page. It also has a link to the Kentucky Dept. of Revenue if you need to contact them.
FAQ: How do I track my state refund?
https://ttlc.intuit.com/replies/3300211