PA taxes your worldwide income, same as the IRS does. So you're required to report your rental income/expenses on SCH E and whatever forms the state requires; same as you would if the property was located in PA.
Since long term residential rental property generally operates at a loss "on paper" at tax filing time, it will probably not affect your tax liability to the IRS or the state. But you're still required to report it.
Note also that foreign taxes paid are claimed also, as the IRS and most states allow a credit for foreign taxes paid. Where you report those foreign taxes, depends on what those taxes are specifically. For example, foreign property taxes are reported on SCH E, while foreign income tax is reported under the Deductions and Credits tab in the section for taxes. (It includes a sub-section for foreign income taxes)
