Your question isn’t super-clear, but I think you’re asking if it’s a problem that you don’t have state tax withholding (probably on a Form W-2 or 1099).
It can be, particularly if you wind up owing money when you file your state return.
Most states have a form similar to the federal Form W-4, on which you can request that certain levels of withholding be made from your earnings for federal tax purposes.
If you're interested in setting or adjusting your state tax withholding, you can find your state's revenue department site in the TurboTax article, "How do I contact my state Department of Revenue?". Once at the state site, search "W-4" or "Employee's Withholding Certificate" to see if your state has an appropriate form.
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