I am Active Duty Military stationed out of state. Do i need to file a Military income deduction?

It depends, if you: (a) maintained no permanent living quarters in Missouri during the year; (b) maintained permanent living quarters elsewhere; and (c) did not spend more than 30 days of the year in Missouri, you are considered a nonresident for tax purposes and your military pay, interest, and dividend income are not taxable to Missouri.  If you had no withholdings then you will not need to enter military income deduction.

If this doesn't apply then you will need to file the military income deduction. You will enter your military deduction on the "Active Duty Pay Deduction" screen during the state interview.

TurboTax will walk you through the state interview and help you determine which applies to you. 

Please make sure that you checked the active-duty military box on the "Do any of these uncommon situations apply to this W-2?" screen after you enter your W-2 before you start the state return.