Turbotax online can only file one tax return (federal and state) per user account. If you need to file returns for 4 people, you need to create 4 accounts with separate user names and passwords (they can share the same email address).
If you are using Turbotax installed on your own computer, you get one free state module with most purchases. You can make as many returns as you want, because each return is a separate document like word processor or spreadsheet. But if your children live in different states, you will need to purchase the additional state modules.