If the remote work for MO company was the only MO income then you do not have a filing requirement in MO as shown by @MonikaK1. However, if the MO company withheld MO taxes, then you may want to file in MO to get those refunded as also shown in @MonikaK1 .
If there is no filing requirement in MO, then in the "MY Info" section using the "Other State Income" topic you should answer "No" you did not earn income in another state.
If you are filing to obtain a refund of taxes withheld for MO, then you would answer "Yes" you earned income in another state and select MO from the dropdown.
After entering all your income items in the federal "Wages & Income" section you can then complete the non-resident MO return.
In the "Income" section of the MO return you will arrive at page asking about "Remote Work" wages. You need to enter all the wages that were earned working outside of MO. Next you need to allocate "Zero" income to MO for the other categories of income from your federal entries. You need to enter "0" and not leave the boxes blank.
This will result in zero taxable MO income and all withheld taxes being refunded.
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