You should first determine whether or not you are a resident of Virginia. It does not matter where the employer is located when deciding which residency you fall under. Also Virginia has minimum filing thresholds. If you have withholding on this form you will want to file to receive a refund, regardless of income amount.
Please check page 4 of the instructions. https://tax.virginia.gov/sites/default/files/vatax-pdf/2018-form-763-instructions.pdf
