You won't get the schedule you need from the bank, but all you need is the amounts and payer names. You should have used these when you entered the income information in the federal portion of TurboTax.
When you enter your Non-Arizona municipal interest in the federal portion of TurboTax Online, some of this information may populate the "schedule" in your Arizona portion of the program. Whatever doesn't populate, you can. A schedule from the bank isn't necessary, but you need to enter your information correctly.
Typically, non-taxable bond interest is reported in either box 8 of a Form 1099-INT or box 12 of a Form 1099-DIV. See the TurboTax Help articles Where do I enter my 1099-DIV in TurboTax Online? and Where do I enter Form 1099-INT? for entry guidance.
After you input the information as described above, you'll come to a screen asking you for the state that the exempt-interest dividends or interest was from. For example:
Then, when entering your Arizona state information in TurboTax online, you should come to this screen:
You should make any entries necessary, then select Continue. Finally, you'll see the screen below. Here is where you can input the information you're asking about, if it hasn't populated. Note that the state doesn't generate, just the title you've given the income in the federal portion of TurboTax.