It depends on how your work withheld taxes and the state rules, but the software does this automatically based on your W-2.
If your W-2 box 15 had taxes withheld in Oregon, then you'll need to update the Oregon return first and then do your resident Washington state return. This order is important. Make sure you completely finish federal before starting the states. If WA requires a state return, the software will tell you.
If your job withheld Washington taxes, then you don't need to worry about filing in Oregon, but this is less common.