It is difficult, perhaps impossible, to learn where the generator state resides in the too concise synopsis of RC4 function given here. We expand here.

r = (fileVal "RC4"): r is an immutable value that accesses the functionality as follows:
s= (r op seed): s is a mutable generator of pseudo random values.
seed is an ASCII string, in the sense of a Scheme string, which seeds the generator.
op is one of three scheme symbols the choice of which determines the form of the pseudo random values.
s remembers the op and carries the internal generator state.
if op = 'nb: then (s n) yields the next pseudo random integer with 8n bits. s is thereby mutated.
if op = 'sb: then (s) yields the next 8 bit integer.
if op = 'rbi: then s is immutable and remembers the constant seed. Each invocation of s, as in gn = (s n) produces a mutable generator gn, successive invocations of which produce random non negative integers less than n.

The RC4 crypto plan is to produce the key-stream for seed s as follows: (define t ((fileVal "RC4") 'sb s)). The jth invocation of this value produces the jth character from the stream. (list (t) (t) (t) … ) is then the key-stream. Some advocate discarding the first 1000 stream values.

Here are my development notes for the code.