If your only source of income from Mississippi is gambling winnings and you are not a resident of Mississippi, you are not required to file a Mississippi tax return. Kindly see the answer linked below for a more detailed explanation:
https://ttlc.intuit.com/replies/5870507
If you do have other information that needs to be reported on your Mississippi income tax return, and it still does not transfer over, please let me know in the comments below and I can further look into this for you.
