Try this: While inside the software and working on your return, type 1099-g, unemployment compensation in the Search at the top of the screen (you may see a magnifying glass there). There will be a popup that says Jump to 1099-g, unemployment compensation. Select that to get to the general area.
As you go through the screens, there will be a box to check that says "Federal or state income tax was withheld on this payment."