Yes. You do the federal return, so that the state return will automatically transfer the information to the state as required through the state version of TurboTax.
IRS recommends e-filing since 90% of the returns are processed within 21 days.
You can go check the status of federal return at: https://www.irs.gov/refunds
If you have a state return, you can check this link:
https://ttlc.intuit.com/questions/1899433-how-do-i-track-my-state-refund?jump_to=answer_3300211
