You can not add it as a state. Use US for the state designation if you are doing a mult-state return. 

USVI is not a state, it is a US territory.  Depending on whether your client is a bona fide resident of the USVI and source of income, your client may pay tax to either the IRS or USVI Bureau of Internal Revenue or both.

If you are not familiar with the rules, you can refer to Pub 570 for detailed explanations.

You may also refer to this recent discussion about USVI as it may apply to your client's situation:

https://proconnect.intuit.com/community/proseries-discussions/discussion/income-earned-in-st-thomas/...