If your employer does not withhold MA taxes for you, you should begin making quarterly estimated tax payments to MA. Note that estimated tax payments are required by MA if your taxable income exceeds $400. This web reference gives the details:
https://www.mass.gov/info-details/dor-estimated-tax-payments
Since you live in and work in MA, if the case arose you would apply for unemployment compensation in MA.
As @Critter-3 pointed out, as an MA resident ALL your income is taxable by MA, regardless of its source.
**Answers are correct to the best of my ability but do not constitute tax or legal advice.
