Yes, if you received a K-1 for an estate/trust that is from another state, you will need to file a non-resident return for that state (Illinois) and report the Illinois K-1 income only. TurboTax recommends that you complete the non-resident return first so that you may received credit for any taxes due/paid to the non-resident state on your resident (WI) return.
Below is more information about filing a non-resident return:
https://ttlc.intuit.com/replies/3302052
