If you did not live or work in MN in 2023 you do not file a MN state tax return just because you received a Form 1099-R from MN.
You report the Form 1099-R as received on your federal tax return.
To enter, edit or delete a form 1099-R -
Click on Federal Taxes (Personal using Home and Business)
Click on Wages and Income (Personal Income using Home and Business)
Click on I'll choose what I work on (if shown)
Scroll down to Retirement Plans and Social Security
On IRA, 401(k), Pension Plan Withdrawals (1099-R), click the start or update button