No, if you resided in Pennsylvania throughout 2015 but worked remotely for a company located in South Carolina, this does not mean that you are earning income in another state. In this case, you would answer "no" to this question, and you would only be required to file a PA state tax return.
Does the South Carolina company issue you a Form W-2? If so, then check to see which state taxes are listed as being withheld on the W-2 Form: SC or PA. Normally the company in SC will have a PA Employer's state ID number and withhold PA state taxes.
If you see that the SC company withholds SC state taxes instead, then you may opt to file a SC state tax return for the sole purpose of having those state taxes returned to you. However, you are not required to file a SC state tax return, even if SC taxes are withheld. Should you find that SC state taxes have been withheld, and you want those taxes returned to you, then you would need to complete a nonresident SC state tax return first, prior to completing your resident PA state tax return.