Thanks for being a customer. You have a couple options for putting counties from different states on the same map:
1) You can open a county map for each state, and then drag and drop layers between the documents. This will create a separate layer for each state.
2) You can open the full "U.S. counties” template, and then create a Selection Layer from the desired counties.
There’s a “secret shortcut” for selecting all of the counties within one state - just hold the Shift key and then click any county in the state.
Hope that helps!