If you are filing an EPS to state there has been no pay in the period, you need to go to efile / RTI / EPS. You need to tick the box to say "No pay for period" and then complete the first From and To boxes with the dates of the tax month you are filing for. 

You can file for up to 6 months in advance to state there will be no pay in the period. This is done by completing the second From and To date boxes. The dates entered must be for the tax month.