They file cases in the states. If they lose, then they appeal to the Circuit Court. If they lose, they appeal to the SC.
They only have 2 active cases now. The PA case they just lost at the state level and it will be pushed to the 3rd Circuit Court. Alito is over the 3rd circuit, and he's already intervened once in PA, scoring a huge win for Trump.
It's gonna take a couple more weeks, minimum. Just gotta let the process play out.