Since you are not efiling the federal return, you cannot efile the state return, you'll need to select that you'll file by mail for the state return.
- Select "File" on the tax timeline.
- Walk through the steps for finalizing, and under Step 3 if you don't see file by mail selected click the blue text that says "I'd like to change filing methods"
- Select "I'm not ready to file" for the Federal Return
- Select "File by mail" for the State return and click Save.