It is asking about Form 140NR: AZ Tax Refund and it says that my Arizona amount should not exceed the federal amount. I live in California and worked mainly there.

We'd love to help you complete your tax return, but need more information. Can you please clarify your question? Which part of the return is asking about Form 140NR: AZ  Tax refund?

This doesn't answer your question, but CA residents who work in AZ should file an AZ Form WEC (Withholding Exemption Certificate) with their Arizona employer, so as to prevent AZ taxes from being withheld from their pay.  The form can be downloaded here:

https://azdor.gov/forms/withholding-forms/withholding-exemption-certificate

CA residents should complete Part 3 of the form.