PR is for Puerto Rico. Puerto Rico is a US Territory. In the My Info section when entering Your personal detail, scroll to #2. Tell us the state(s) you lived in
From the drop down, the last option is Foreign or U.S. Possession. In the address section, be sure to list that the type of mailing address is for a U.S. possession in order to select Puerto Rico.
You can file your federal return with TurboTax.
File the Puerto Rico state return directly with the Commonwealth of Puerto Rico.
For more information see IRS Publication 570 page 14.