Yes, TurboTax will include a copy of your federal return when you e-file your state return, since that is required.
If you are printing and mailing in your state return, a second copy of the federal return will be included behind your state return.
Have you completed your return and mark it as e-file or print and mail? If you haven't marked you return compete and selected a filing option, but you printed it already, that second copy may not be in the print packet.
If you have elected to print and mail in your state return and you don't see a second copy of your federal return, try printing it again and be sure to check the box for "Government attachments" when you do.
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