Worked for the State of Connecticut but live in Mass

Hi

My daughter who was a student at UConn last year, worked for the State of Connecticut and got paychecks delivered to our house (her residence) in Mass.  The W2 from the State of Connecticut does not show any taxes held for Mass.

Does she have to declare that income in her Mass was return?

If so, TurboTax says she has to get a new W2 from the state of Connecticut.

 

Confused father.

Thanks.