Did you download the data already entered on TurboTax Online into a TurboTax CD/Download file (*.tax2015)? If you didn't do that, you will have to enter your 2015 numbers again. The two different versions of TurboTax (Online & CD/Download) do NOT share data except by uploading or downloading TurboTax CD/Download data files.
I'm not talking about the W-2s specifically; I'm talking about the data you previously entered into TurboTax Online. That can be downloaded into a data file (*.tax2015) that TurboTax CD/Download can open so you can continue your 2015 return from there in CD/Download. (That option is in one of the top-level menus.) If you can't download your 2015 data file, then you would have to re-enter your data (including W-2s) in TurboTax CD/Download.
I have tried over and over to download 2015 tax file, I upgraded to plus like it said and deluxe like said in my docs and my 2015 tax timelin and I still can't download file, what's going on turbo tax
See my answer below. TurboTax Online for the prior year shuts down in October, just after the IRS deadline for extensions. Since you never filed for 2015, apparently your old data wasn't kept; you'll have to start over in CD/Download.