Hey, I file my State and federal returns via TurboTax every year. When I file that state return with them, is that the same thing as the E-40?

Save a PDF of the return and look at what you filed.  

To access your current or prior year tax returns sign onto the TurboTax website with the userID you used to create the account - https://myturbotax.intuit.com/

Scroll down to the bottom of the screen and on the section Your tax returns & documents click on Show.  Click on the Year and Click on Download/print return (PDF)