If I understand your question correctly, no.
You do have to file your federal tax return before you can file and pay your state taxes. You may also wait until you receive your federal refund if one is owed, provided you file by the deadline your state imposes. But, you don't have to pay your state taxes before you receive a federal refund.
When your state return is completed, it will include a payment coupon and instructions. It is advised to paper-file any return that includes money due.
