Yes, if that state where your business was formed has state income taxes (seven states in the US do not have any income taxes), then you will need to file a personal non-resident return for the income reported on the K-1 that you earned from the business in that state. In addition, you will need to file a tax return in your resident state.
So, even though you personally did not work in that state, the business had earnings in the state that are required to be taxed. Scorps do not pay taxes on any of the income as it all flows through to the shareholders. Each shareholder, then, is responsible for the tax liability for their percentage of the income for the SCorp on their personal federal and state returns.
TurboTax recommends creating your non-resident state return first so that income and taxes paid (if any) will be reflected on your resident state return.
Here is information on when non-resident returns are required, plus steps for how to file a non-resident return in TurboTax:
https://ttlc.intuit.com/replies/4777207
https://ttlc.intuit.com/replies/3302052
