At the top of the tool bar you will see a button for state to be added. This will be an option to add if state filing is required. Click the state button and proceed with the process.

If you have not already selected and downloaded the state, click on the "Update" button on the top of the page and then "select and download new products".

If you haven't done this for the particular state, you will not se the state listed when you try to open states.

I think that is if they have unlimited States. I think they have different options for how many states they can do but I'm not sure.