I just e-filed my I-140 and it said to send to Nebraska, but if I am also filing at the same time my I-485 where does that go?

Talk to your I-140 attorney.

If you do not have an attorney to assist you with this filing, then you should read the instructions provided by USCIS at their website. The location that you send your adjustment application depends on the underlying basis of your petition for an immigrant visa. It is fairly expensive to file this application and if you make a mistake, you can lose your filing fees or have your petition considered abandoned. This is why people pay an attorney for their professional legal knowledge to assist them in this process.