You could say that "Utah is (a) part of the USA" ("to be part of" is a phrasal verb, so it's better without "a"). Even though "element" is a near synonym for "part", we cannot use it here. If your goal is to learn the word "element", I'd recommend you check the dictionary for the definitions and read the example sentences. Otherwise, let's keep in mind that "part" is a much more common word, with a far wider range of meaning.

It's one of the states in the USA, so just say that, Zhou.

It's not grammatically incorrect, but it doesn't make much sense. We call our political subdivisions "states." It's what the "S" in "USA" stands for. Just say, "Utah is one of the states in the USA."