Help:How to create a new state election page
Generally speaking, elections will have a top level page with a name such as November 2010 Election. The election page for the state should follow this convention and add a comma, a space, then the full state name. (eg. November 2010 Election, California)
Create a link (a wiki link for November 2010 Election, California would be encoded as [[November 2010 Election, California]] in wiki markup) to the state election page, from the top level election page, then use that link to go to the page and start creating content.
Generally, to create any pages, you will need to be familiar with wiki markup. Check out the help pages at Wikipedia for more information on that subject.