I have $5960 refund and it says also IN BALANCE DUE $3004. what does this mean

It means you're getting back $5,960 from the IRS and owe $3,004 to Indiana.  Turbo Tax printed you out a voucher which you mail with your check or money order by April 17, 2018, to:

Indiana Department of Revenue

P O Box 40

Indianapolis, IN  46206-0040