If you have a script that generates your database and all of the objects, you can just append to the end whatever DML you are looking to accomplish. For instance, if you generated a script for your entire database that contains all of the DDL, just open up that file and at the end of it put something like this:
insert into States
insert into City
-- your column list
-- your values
Likewise, you can just have a separate script file and use SQLCMD to run your DDL script and then have a separate script containing your
INSERTs and run that script afterwards. Here is a link on how to do this with SQLCMD.