When you use the ''Save'' or ''Save As'' function into TurboTax, it will save your return as a tax file with an *.tax2018 extension. Files with this extension can only be opened with TurboTax.
If you want to download and save a PDF copy of your return, use the Print menu located within the File menu, see image attached. When you click on Print from that menu, you will get a print dialogue box and can choose ''Save as a PDF''. Windows will ask you where you want to save it on your computer. Then you can access that file to print the return or specific forms within your return.
Select 'Tax Return, all calculation worksheets' when saving the PDF if you want the entire tax return. In my screenshot, I have only requested 1 form, but you can download the entire return.