How the itemized deductions appear in the state return depends on the state. For example, California doesn't use its own Schedule A for itemized deductions, but shows any adjustments to the Federal itemizable deductions and other income and deductions on Schedule CA.
Enter all of your itemized deductions in the Federal section, and TurboTax will flow them through to the appropriate place in your State return.
See this TurboTax tips article for more information on itemized versus standard deductions.