What is Sch IN-W: Col D-State Income must be entered. Where is this info?

The state income amount reported in Column D is reported from your W2 or other tax documents such as a 1099R. It is a record of all state or local withholding taxes. When you go to federal>wages and income>Form W2.  Check your hard copy W2 to see if there are entries in Boxes 15-17 and then check to see if these are properly recorded in your return. There must be some information reported or Sch IN-W would not generate in your return. 

Also if you have a 1099R entry, check boxes 14-16 for any entries made. In any case, it is looking for the state income amount reported in Box 16. The amount recorded in column D of the Sch IN-W  is the amount recorded in Box16 in the W2 and/or 1099R.