If you bought a TurboTax download on the BJ's web site you would have to ask BJ's how to download it. The download comes from BJs.com, not from TurboTax. I would think that they would send you download instructions with your order confirmation.
Or do you mean that you bought a CD at BJ's but you need a download instead. If so, look for download instructions in the box, or see the following FAQ.
I bought the CD, but my computer doesn't have a CD drive
