It depends. If you received rental income on the property during 2018, then you would need to file a non-resident MN return for the rental property activity.
In that scenario, be sure to specify in TurboTax that you made money in another state. To do this, select the My Info tab on the left hand side of the screen and scroll down to edit Other State Income and select MN. This will trigger a non-resident return to be ready for you to create and file.
If the Other State Income is already set up, then select the State tab at the top of the screen, press Continue and then select Minnesota if it is already listed. If not, select to Add a State and add Minnesota.