I reside in Ohio and my company (also in Ohio) pays me to work on-site for a customer in Illinois

I reside in Ohio, I have a drivers license there and the company I work for is in Ohio. The company has had me traveling to Illinois for the last 2-3 years. They pay me as if I am in Ohio, additionally I also get lodging and food money back. This last year I decided to rent an apartment. I am not sure how to do my taxes. Do I need to claim the apartment? Do I also need to file in Illinois even thought the company I work for is paying me directly from Ohio to be on-site in Illinois?