Yes, living in one state and working in another is considered making money in another state. So in the My Info section of TurboTax, you will want to specify that you made money in New Jersey in 2017. Based on this information, you more than likely will have to file a non-resident return in New Jersey. TurboTax will help you determine this.
https://ttlc.intuit.com/replies/4777207
Here is information on how to file a non-resident return in TurboTax:
https://ttlc.intuit.com/replies/3302052
