Get your taxes done using TurboTax

Yes, it is not uncommon to owe taxes in one state and pay taxes in another. This is like one hand washing the other.  Make sure you prepared your Ca non-resident return first so that the taxes paid in California will be properly credited to your Connecticut resident return. Check your returns though to make the proper allocation of incomes are properly reported between the two states. 

Now, let's address how to enter the 1042S, along with getting credit for the tax that was withheld.  

To report the 1042-S

1. Open your return in TurboTax 
2. Click on Wages & Income 
3. Scroll down to All Income
4. Scroll down to Less Common Income 
5. Scroll down to Miscellaneous Income, 1099-A, 1099-C 
6. Click start 
7. Scroll down to Other reportable income 
8. Answer yes Enter description and amount 

To report the US tax paid:

1. With your return open
2. Click on Deductions & Credits
3. Scroll down to Estimates and Other Taxes Paid\
4. Click on Other Income Taxes
5. Scroll down Other Income Taxes
6. Click on Withholding not already entered on a W-2 or 1099

@Crassus77