You will enter your active duty military pay form W2 in the "Wages and Income" section using the "W2" topic. After entering the form w2 information you will arrive at page for "Uncommon Situations." There, be sure to select "Active Duty Military Pay" for the W2. That will identify the income for the correct handling on your state returns.
Some state interviews automatically exclude the income and some states may ask you to verify the military pay in the state interview. However, it all starts with the W2 entry and follow on page selection in the federal interview.