If you used desktop software downloaded/installed from a CD to your own computer, then the tax files are stored locally on your own hard drive or any backup device you used like a flash drive. They are not stored online. If you cannot recover them due to a hard drive failure, etc. you can get a free transcript from the IRS or for a fee of $50, an actual copy of your tax return.
https://www.irs.gov/individuals/get-transcript
https://www.irs.gov/pub/irs-pdf/f4506.pdf