The state tax return cannot be e-filed if the federal tax return is not e-filed, it would have to be printed and mailed.
Since the federal return has no income entered you can enter $1 of interest income so that it can be e-filed. On the Form 1099-INT enter any name for the Payer and $1 in box 1 of the form.
Once the interest has been entered then you can go to the File section of the program to e-file both the federal and state tax returns.
To report interest income received -
Or enter interest income in the Search box locate in the upper right of the program screen. Click on Jump to interest income