Thank you for your post, and I apologize for the late reply.
I'll assume you don't want the Web Viewer to show anything until there is an entry in the "State" field. Therefore, for the calculation, use:
If (IsEmpty (State) ; "" ; "http://api.sba.gov/license_permit/all_by_state/" & State & ".xml"
That is, once there is an entry in the State field, we can use this in the calculation.
Let me know if you need additional clarification.