Where do i find the tax exempt pension value on the 1099-R on my state filing section as I enter all value on the federal section?

First, what state?

Second, why is the pension exempt in your state?

Third, it often happens that in the screens after you enter the 1099-R data, that there are one or more screens that asked what the source of the pension is. For most states, this is how TurboTax knows that the pension is not taxable.

That is, it's not in the state interview but in the federal interview where you enter this state-specific stuff...go back and check the 1099-R interview.

If that doesn't cover your question, come back and tell us.

To get the State pension deduction, you will first have to enter the necessary information in your Federal Income tax return and then in the State income tax return.

Here are the steps to enter your exempt State employee pension:

On the  Federal Income Tax  portion:

1. In the search or find box, type in 1099-R
2. Click on Jump to 1099-R
3. Scroll down to Retirement Plans and Social Security
4. At IRA,401(k), Pension Plan Withdrawals (1099-R), click Start (or Update)
5. Enter your 1099-R or if you have entered it, click on Edit then Continue
6. Answer the next questions until you get to the Where Is This Distribution From? screen
7. Select the source State Employees and enter the information requested:
8. Click on Continue
9. Click on From a Qualified Plan
10. Continue answering the questions

On the State return portion: 

1. At the Changes to Federal Income page, scroll down to Received retirement income, click Start (or Update)
2. At the Retirement Distributions Summary page, click on Edit State
3. If no additional information is required, click on Continue
4. Click on Done

Here is a TurboTax article about retirement.