Unfortunately, you cannot insert multiple field options at the same time in a field.
If you creating a drop-down field with multiple options, you need to add the choice option- one at a time.
However, we have the state field option available on our online template- "Accommodation Registration 1". You can copy the Sate field, along with the drop down options and paste it on your form.
Note:- Make sure you have selected a field in your form, when you are pasting the copied filed.