If I work from home in Texarkana, Arkansas, but my job is headquartered in Dallas TX how should I answer the question "Did I make income in any other state"?

No, you did not make income in any other state. 

Arkansas residents whose permanent residence is within the city limits of Texarkana, Arkansas are exempt from
Arkansas individual income taxes. All income received is exempt while the taxpayer is a resident of Texarkana,
Arkansas. The taxpayer is required to file an Arkansas Individual Income Tax Return and submit all appropriate W2’s and schedules to support the income and deductions. The form AR-TX is also submitted with the tax return
which reports the exempt amount of wages earned from a particular employer.