I think it might dependon which state. CA ES payments  get scheduled from the 540ES worksheet, just like you would for federal ES payments on the Federal ES worksheet.

But I think some of the other states (like NY NJ) you set them up on the Federal Worksheet Part VI then YOU need to initiate them from the EFCenter each quarter theyre due. 

CA is listed in that Part VI too, but Ive never done CA estimated from there.