The discussion of states' rights that you describe can be found in
President Lincoln's July 4, 1961 Message to Congress in Special
Session. Here is a link to the complete text of that speech:
Speaker of the House: Library: Lincoln: Message to Congress in Special Session
I am confident that this speech contains the text you are looking for.
It is Lincoln's most famous and historically important expression on
the concept of "states' rights," and it is in a question-and answer
form that is very similar to the one you described.
Here is the question, as Lincoln put it, about two-thirds of the way
down the page linked above, in the paragraph beginning with the words
"This sophism derives":
"Having never been States, either in substance, or in name, outside of
the Union, whence this magical omnipotence of 'State rights,'
asserting a claim of power to lawfully destroy the Union itself?"
Lincoln's answer to his own question is given in the same paragraph
and the following paragraph of the speech. In my view, the first two
sentences of this material might be cited as a pithy quote that
captures the essence of Lincoln's argument. Here is the full text of
this responsive material:
"The Union, and not themselves separately, procured their
independence, and their liberty. By conquest, or purchase, the Union
gave each of them, whatever of independence, and liberty, it has. The
Union is older than any of the States; and, in fact, it created them
as States. Originally, some dependent colonies made the Union; and, in
turn, the Union threw off their old dependence, for them, and made
them States, such as they are. Not one of them ever had a State
constitution, independent of the Union. Of course, it is not forgotten
that all the new States framed their constitutions, before they
entered the Union; nevertheless, dependent upon, and preparatory to,
coming into the Union. "
"Unquestionably the States have the powers, and rights, reserved to
them in, and by the National Constitution; but among these, surely,
are not included all conceivable powers, however mischievous, or
destructive; but, at most, such only, as were known in the world, at
the time, as governmental powers; and certainly, a power to destroy
the government itself, had never been known as a governmental---as a
merely administrative power. This relative matter of National power,
and State rights, as a principle, is no other than the principle of
generality, and locality. Whatever concerns the whole, should be
confided to the whole---to the general government; while, whatever
concerns only the State, should be left exclusively, to the State.
This is all there is of original principle about it. Whether the
National Constitution, in defining boundaries between the two, has
applied the principle with exact accuracy, is not to be questioned. We
are all bound by that defining, without question."
Here is a timeline that puts this famous address in the context of
Civil War chronology:
Timeline: U.S. Civil War
Here is a link to the text of Lincoln's First Inaugural Address, which
preceded the July 4 Message to Congress by only three months and is
considered the other seminal Lincoln speech in the period in which the
Civil War began:
Abraham Lincoln: First Inaugural Address: March 4, 1861
The challenge posed by your question was to zero in on promising
documents in light of the hundreds of thousands of Web pages that
refer to President Lincoln's speeches or letters. In order to
accomplish this, I used search terms that gradually became narrower
and more focused, such as:
lincoln "states rights"
lincoln "states rights" federal
lincoln "states rights" "derived from"
lincol "message to congress" "states rights"
I am confident that this is the document you are seeking. If anything
is unclear, please ask for clarification before rating this answer.