Some states will piggyback off the federal extension, so there's no
additional state form to file. Other states require you to submit their
own extension forms. TurboTax will walk you thru the state extension
as well as the federal process to ensure you follow the requirements of
your state.
If you're curious about your particular state, here's a list of extension requirements by state: https://www.irs.com/articles/state-tax-extension-information