You will have to print and mail the state tax return if a copy of the IRS Form 4868 is required to be included with the state tax return.
The federal tax return does not need the Form 4868 attached since the IRS already knows about the extension for your tax return.
See this TurboTax support FAQ for printing a tax return for mailing - https://ttlc.intuit.com/community/printing/help/how-do-i-print-and-mail-my-return-in-turbotax-online...
