When you begin filling out your state tax return, you will be prompted to download the tax forms for your specific state. You will click the "Download State" button, and choose your state. TurboTax will then download the TT2015STATE files for your state and automatically install them. After installation you can fill out your state return to finish your taxes. Since the TT2015STATE file is downloaded and installed automatically you will most likely never see the file.
TurboTax comes in Basic, Deluxe, Premier, and Home & Business editions. The Basic edition requires purchase of a TurboTax state return, whereas the Deluxe, Premier, and Home & Business editions come with one TurboTax state return included. You must purchase any additional state returns.