Do I have to file my tax return the same day I enter the information or purchase the state tax return?

No. You can wait to file until you are ready. You are the only one who can e-file the tax return. The tax return is only e-filed when you go to the last screen and click on the Send Tax Return button.

So, you can wait for information or wait until later in the tax season to file your return. If you don't click the Send Tax Return button on the last screen, the tax return will not be sent to the IRS.