In order to complete a state return, in Turbotax (TT), you must first complete a federal return (even if you are not required to file). The federal info then transfers to the state return. You do not need to file the completed federal return.
You probably do not qualify for the free edition https://turbotax.intuit.com/personal-taxes/online/free-edition.jsp
You may want to try filling out the form by hand. https://www.taxformfinder.org/oklahoma/form-511nr
If OK income tax was withheld from your winnings, you can probabky skip filing an OK return. Technically, you are still required to file but are unlikely to owe any tax (and may even get a refund).
