If you have no other income than the $500 lottery winnings, then you are not required to file a Federal or NY state return, as the amount is below the threshold for filing a return.
If your income is below the limits indicated in this TurboTax Help article, you aren't required to file a tax return.
**Say "Thanks" by clicking the thumb icon in a post
**Mark the post that answers your question by clicking on "Mark as Best Answer"