State tax due cannot be paid from the federal refund, its just not an option. You'll need to make payment to the state yourself, unless you scheduled for the state tax to be direct debited from your account. You should review the instruction page that printed out with the copy of the tax returns you printed for your records.
If no automatic payment is scheduled, you can review the payment option on the Alabama state website.
https://revenue.alabama.gov/make-a-payment/