If you were in Missouri for 30 days or more you will have to file a resident return:
Start your Missouri State return
Select "Yes" on "Missouri Duty Station" screen
Continue through the interview until you get to the "Active Duty Pay Deduction" screen and enter your Active Duty Pay
If didn't spend more than 30 days in Missouri and maintained a residence outside of Missouri then you are considered nonresident.
Start your Missouri State return
Select "No" on "Missouri Duty Station" screen
Continue through the interview until you get to the "Active Duty Pay Deduction" screen and enter your Active Duty Pay (if you didn't have any other Missouri income and no withholdings then you won't get this screen).