1099-DIV: State withholding info is in Boxes 14-16.
https://www.irs.gov/pub/irs-pdf/f1099div.pdf
1099-INT: State withholding info is in Boxes 15-17.
https://www.irs.gov/pub/irs-pdf/f1099int.pdf
If the forms you received do not have state taxes withheld then leave the boxes for state taxes withheld blank (empty) on the TurboTax form and Continue.