Do you have the images from the save state already in a bitmap file. If so it could be done unless the bitmap you have is an normal windows bitmap. Which is not much different then one that has been exported from tlp but want work. You can import and export bitmap's to and from two roms inside of tlp and it will work fine as long as the two roms are from the same system like nes. I am not sure but I think tlp will open save states from certain emulators only but when ever it opens a none rom file it defaults to 1bpp. So if you open a save state from an nes emulator you would have to open the menu and change it to nes for it to display the graphics correctly for that system.

Click view select format then click on nes so on and so forth for other systems.

For importing and exporting bitmaps select whatever it is you want in the rom or file with the right mouse button held down once you have selected everything you want let go of it. Stop click edit on the menu and select import bitmap or export bitmap.

Sorry I was assuming you would already have the rom file or whatever already open inside of tlp.