If you received tax-exempt interest dividends (state bonds), they are entered in the 1099-DIV interview, The tax -exempt amount is entered in Box 10 and/or Box 11 of the 1099-DIV screen (see the attached sample).
Enter "1099div" in the Search box and "select "Jump to 1099div". When you come to the entry screen, check the box "My form has info in more than just theses boxes (this is uncommon)