No, you can't e-file only a state return online.
However, you can return to your desktop program and go back to the File screen. (If you haven't actually completed the state return yet, then you will need to do that first). There will be an option under the File screen after you select Efile returns to then select "Do not e-file my federal return now" - select that option and you may still be able to proceed with e-filing your state return (It depends on the state).
Otherwise, you can still print and mail your state return.
