To add your non-resident state of Illinois, go to the State tab, at the top of the screen select Your State Returns.

You'll see Indiana, on the bottom left, click the button, Add Another State.  Add Illinois.

Then, you will process your Non-Resident state before your Resident state.

If you have entered information from a W-2, it will populate to each State return.

As a non-resident of Illinois, you will be asked to allocate the amount of income that they have an interest in taxing. 

All your other income will also be listed and that needs to be excluded. 

Then you will proceed to Indiana and you will need to address the same issues, excluding the Illinois income.