You will be asked during the filing process if you would like to submit your state return at the same time.
When e-filing multiple state returns, complete the Filing steps for the Federal and one state return. Then repeat the filing steps to submit additional state returns.
NOTE: Certain states require that you e-file the state return at the same time as your federal return while other states allow the taxpayer to e-file the federal return separate from the state return, some states also require that you file your Federal return using the same software as your state return. It is a good idea to know what your state allows if you are planning on e-filing both your federal and state returns.
See chart Piggyback vs. Stand Alone.