The answer to both questions is yes. Depending on the amount of net rental income you earned, you should report that income as a nonresident of Montana. Please follow this link for the filing threshold for Montana.
https://revenue.mt.gov/home/individuals#Frequently-Asked-Questions-745 You will also need to report the income on your Idaho tax return.
You should also report all rental income and expenses on your Federal income tax return under the Rental Properties and Royalties heading. Complete your federal return first, and all the relevant information will transfer over to your state returns. Please make sure and complete the Montana return before moving on to your Idaho return.
