Dependency and Indemnity Compensation, the monthly VA payment to survivors of a service member who died in the line of duty or of a veteran whose death resulted from a service-connected injury or disease, is tax free. It is not part of your federal adjusted gross income, so Utah does not tax it either.
There is nothing to apply for. Leave your Dependency and Indemnity Compensation payments out of the income you report on your Utah return.
Your VA award letter showing the Dependency and Indemnity Compensation payments.