How do I proceed reporting exempt interest dividends totaling $32.37 when the Fidelity form does not list the states?

If you don't know the states, don't check the box on the uncommon situations question.   Select None of these apply.  The $32 will be taxable on your state return if you live in a state with income taxes - except for DC and Indiana (they don't tax interest exempt dividends).   If you want to try to exclude it on your state return, you can contact Fidelity for a breakdown.