Yes. File resident all year with IL and include all income there. In the "My Info" section using the "Other State Income" topic indicate you earned income in WI. This will generate the WI nonresident return.
After entering the form W2 in the federal "Wages and Income" section showing the WI withholding, you should complete the WI state return. In the WI state return allocate zero to WI. You will not claim a credit on your IL return since you are getting the WI taxes refunded.
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