Assuming that you added New York State S Corporation successfully and it is already associated with the client you are working on you should be ready to go.  Make sure you are in the "New York State S Corporation" portion of your client's return then hit the ST button in the toolbar and it will show you all of the states that you have loaded for ProSeries; New York City S Corporation should be in the list that you see.  Select it and it will now be attached to your client's return.