In fact, it actually doesn't matter where your employer may be
based. It could be California, New York, or even Tokyo Japan. As an
individual, you don't have to file a tax return or pay taxes in your
employer's home state (or country), or in the state where they may happen to have a payroll office (hence the address on your W-2).
Really, all you need to do is report and
pay taxes on what you earn from your employment in the state(s) where you actually live and
where you work. Don't be concerned, for income tax filing purposes, what the employer's address on your W-2 indicates.
In other words, an employer address on your W-2, that is different from the state(s) in which you live and work, has no actual meaning or effect on how you file your personal income tax return. Thus, you don't need to input an answer in TurboTax that you made money in any another state, simply because of your employer's address. That's not what the related TurboTax question means (although we can certainly understand and appreciate the confusion if you haven't faced this issue before).
For example, let's say I live and work in Kansas, but my employer is headquartered in North Carolina. Furthermore they have a payroll office in Minnesota that issues my weekly paycheck and mails me my W-2 at the the end of the year. In this situation, I only have to file a tax return and pay taxes in Kansas. I can and do ignore North Carolina and Minnesota for tax reporting purposes. Hopefully, that logic and this explanation will help to clarify things.
Thank you for asking this important question.
