It depends. It actually should already be on the KY return. The reason why is that if you are filing a KY resident return, all of your income gets taxed by Kentucky, and TurboTax will count it as such, (minus any income that Kentucky may exclude).
You can verify this at the end of the Kentucky interview on the Screen "Your Kentucky Bottom Line". I will provide a screenshot as for what to look for. But you can compare your W-2 with the mistaken PA income, and compare your box 1 (Federal) amount, as well as any other income, and what TurboTax is calculating as Kentucky income. If the figures match up to your information, you have nothing further that you need to do. If it does not, please feel free to comment and we'll be happy to assist.
Here's the screenshot:
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