It depends. If you only had income from Active duty military service outside of PA then it is not taxable.
If you received it while active duty or not inside of PA, then it is generally taxable.
See link below for more information to help you determine if your military income is taxable or not.
If your military income was not taxable, then you will need to walk through all of the PA questions, read and answer carefully. You will come to a compensation summary where you will be able to check a box to tell TurboTax this income is not taxable.