If the worksheet isn’t protected (or if it is, but you know the password to unprotect it), then it’s very simple.
Make sure the sheet is unprotected.
Highlight the row containing the column headers / field names.
Click the menu choice (depending on your version of Excel, the menu choices are different) for Data / AutoFilter.
Select the column that contains “State” and hit the drop-down arrow on the right side of the field name.
Click on “New Jersey” (or “NJ”) OR (again, depending on your version of Excel) click “off” the “Select All” check box, and THEN click “NJ”.
Now (assuming you have a well laid-out flat file database where all of the information for the client list is laid out in single rows) you have a list of client names and addresses that all share the “New Jersey” address.
You can Select all of the visible rows and copy them to another file.
Easy as pie.