Well it thinks there is a state return in your .tax2022 file. So you first might need to start a fake return to be able to download the state program (go to File-New Tax Return).
Then go to FILE -Open and find your return.
After you get the state program downloaded you can close the fake return and open the real .tax file. Just go up to File-Open and try to open your return. It will either show up in the box to Continue or you can browse to where it is.
