I worked in Puerto Rico from January 01 through May 31, 2016 I filled a 1040-SS. Do you submit the state tax to PR?

Please note that TurboTax does not support state tax returns from Puerto Rico - you would need to file the Puerto Rico state return directly with the Commonwealth of Puerto Rico. 

Please see the following IRS publication for more information on filing a return with the Commonwealth of Puerto Rico:  http://www.irs.gov/publications/p570/ch03.html.