In the Personal Info section, click the Edit button next to your name. In the drop-down box for State of Residence, scroll down to and select "Foreign or US Possession."
Please note that TurboTax does not support state tax returns from Puerto Rico. You can still file your federal tax return; however, you would need to file the Puerto Rico state return directly with the Commonwealth of Puerto Rico.
**Answers are correct to the best of my ability but do not constitute tax or legal advice.