Gambling losses are only deductible up to the amount of taxable winnings reported. Since California doesn't tax California lottery winnings, the only entries about the lottery that would need to be made on your California return is on Schedule CA to exclude the winnings from income and/or to exclude any losses you deducted on the Federal return.
To make Additions or Subtractions to California income, if the specific item is not mentioned in the interview, you can enter them on the page "Here's the income that California handles differently" so that TurboTax will make the proper adjustments.
See the California instructions for Form 540 for more information.
See this TurboTax tips article for more general information about gambling losses.
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