When you are in My Info you are going to be asked what state you lived in and you will also be asked if you made money in any other state. You will indicate that you lived in IN, but that you made money in IL. You will need to file a non-resident state tax return for IL. Prepare your NON-resident state return first, and then prepare a state return for IN, the state that you live in.
https://ttlc.intuit.com/questions/2895920-why-would-i-have-to-file-a-nonresident-state-return
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