on the Info Wks,  Part VI, select the state you want to prepare (you may have to download it if you haven't already).      If you enter everything properly on your federal return, including state wages for particular wages, etc. the program will automatically carry that info to that state when you open it. Near the bottom of Info Wks is part XI, where you go and allocate other incomes and deductions based on residence, etc.

But if you are asking do you have to re-enter the details (like w2s, itemized deductions, Schedule C's, E's) for the states, you do not.  Part XI will do that if you need to apportion. If you are doing a Mississippi return for someone, and they live in Mississippi, ProSeries professional will auto carry current year info to that state.