Yes. According to the Louisiana Department of Revenue, "Gambling winnings earned in Louisiana is considered to be Louisiana sourced income. A nonresident who received gambling winnings from Louisiana sources and who is required to file a federal income tax return must file a Louisiana return reporting the Louisiana income earned. If the amount withheld is overpaid, ..."
Please view the Louisiana link below for more information.
http://revenue.louisiana.gov/IndividualIncomeTax
You are required to file a Louisiana non-resident tax return for 2017. Please view the directions in the Turbotax FAQ below for directions on doing so.
https://ttlc.intuit.com/replies/3302052