Where can I find indicators at the state level of those who served in the military?

The military family and veteran indicators are available in the public-use file (PUF), but to have it at the state level, you must use the restricted data in RDAS. Due to small sample sizes, estimates for these subpopulations at the state level would require several years of data. This military family report shows that even at the national level, analyses are very limited with single-year data: https://www.samhsa.gov/data/sites/default/files/NSDUH-MilitaryFamily-2015/NSDUH-MilitaryFamily-2015.pdf

To access RDAS, select Analyze > Restricted Data from the SAMHDA toolbar.