Yes you have to download all the states in your return to open the file. Didn't you already buy CA originally? You should be able to download it again or call in and ask if you can't find it using these links.
How to redownload a state you paid for.......
How to download your purchase
https://ttlc.intuit.com/community/installing/help/how-do-i-download-the-software-i-purchased-at-turb...
Access your downloads here
https://shop.turbotax.intuit.com/commerce/account/secure/login.jsp?pagecontext=download
Can't find your purchase?
https://ttlc.intuit.com/questions/2565823-why-can-t-i-find-my-purchase-after-signing-in-to-my-downlo...
