You will be asked during the filing process if you would like to submit your state return at the same time. You can indicate which returns you would like to file by checking the box next to each return.
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.