After you file

You have to choose File by Mail in the File section.   Sometimes you have to click on File by Mail more than once to get it to switch from e-file (TurboTax will try really hard to get you to go the recommended route, e-file, but you don't have to e-file).    You can also use Forms mode to print your return for mailing in the desktop version.   The state return works the same as the image below (for federal return).