These options are usually under General > Client Information and, if it's there, it'd be toward the bottom of that page.

Another place you'd look is General > Misc. Info./Direct Deposit.  If it's there, it'd be on the state's tab, in this case, MT.  Scroll down to the bottom under Montana Miscellaneous, you'd find Filing status (Click on arrow to select from list) [Override].  Select 6 = Married Filing Separately (combined return).