Click on State on the left side of the online program screen. Then start the state tax return.
Unless you live in one of the states that do not have a personal income tax, then there will not be a state tax return to prepare.
See this TurboTax support FAQ for states without a personal income tax - https://ttlc.intuit.com/turbotax-support/en-us/help-article/state-taxes/states-income-tax/L1RDO7C3G_...
