Which state taxes to file for NC resident with WY LLC, multi-member?

I have an LLC registered in WY, 3 owner LLC. I've completed the Federal taxes for the LLC. However, do I need to file a state corp for NC, or do I need to do one for WY? As I pursued the NC state forms, I'm asked about an NC EIN, which I don't have, since it's a WY entity. 

Thank you.