Yes you do: your resident state (DE) gets to tax all of your income regardless of where it comes from. MD also gets to tax income earned within its borders. So, you need to prepare a nonresident TT/MD return then your resident TT/DE return. It's in that order so TT/DE can get the info it needs to prepare the other state tax credit for some or all of the tax on the MD return for the income that both states are taxing to help prevent double taxation.
In Personal Info, indicate you lived in DE all year and you ..made money in any other states? Yes and select Maryland.