If you won the money in MI, you are required to file a MI tax return - "Winnings from Michigan lottery, casinos or race tracks by a nonresident taxpayer are subject to Michigan individual income tax."
See Am I required to file a Michigan Individual Income Tax Return MI-1040 to report gambling/lottery win...
"All taxpayers, regardless of residency, must report gambling/lottery winnings won in Michigan.
Required forms include (not limited to): MI-1040, Schedule 1, Schedule NR and Schedule W."
Enter the W-2G you received from he MI Lottery and follow the program's instructions. It will let you know you have a MII state filing requirement.
