In the United States, besides federal taxes, there are also state taxes, and local taxes (in addition to many other types of tax such as FICA, sales, property, etc). The basis on which you must file a State tax return or not will depend on the tax rules of the state in which you lived and /or worked.
Sprintax will prepare both your federal and state tax returns (if applicable to you).
Keep in mind that whether or not you wish to file a State tax return depends on you and we cannot advise you on such matter. However, it's recommended to always have a clear tax record and file the returns you're required to file.