If the taxpayer received an actual W-2 then it would need to go on the W-2 worksheet which would require a EIN for e-file.  

If they did not receive an actual W-2 and it was just a foreign equivalant statement there is a way to enter foreign wages without using the W-2 Worksheet. 

• Press F6 on the keyboard and type WAG to open the Wages Salaries and Tips Worksheet.
•  Line 8b has a direct input line Total Foreign Source Income. 

My client has an actual w-2 from Lululemon.  She worked in Maryland.  It has an ein and withholding, but the employer address is Vancouver BC.  I am getting error for needing a US abbreviation for the State.  BC did not work and the foreign zip code is not accepted either.

The Proseries help menu told me exactly how to handle it.