Dose the federal taxes information move over when you file in another a state taxes that you worked in

Yes, information entered in the federal interview will transfer to your state returns. If you have a resident state (where you live) and a non-resident state (where you work) applicable returns will be generated according your entries in the "My Info" section. 

There is where you first indicate the state(s) you lived in for the resident return(s). Then continuing in the "My Info" section, scroll down to the "Other State Income" topic to enter any state(s) where you worked but did not live in to generate non-resident returns.

Assuming you received Forms W2 from an employer, the state boxes 15-17 should have the non-resident state information included.  Once you enter that form information in the "Income" tab it will transfer to the appropriate state return(s).  If you have other income sources for example self-employment you will be given the opportunity to allocate that income to the non-resident state if applicable in the non-resident state interview.

You should then complete the non-resident state returns before completing the resident return.  You will take note of the income taxed and tax you paid to the non-resident state.  You will use that information to claim a credit for taxes paid to another state on your resident return.

This is necessary to mitigate the double taxation of your income by two states because your resident state taxes all income from all sources.