You bought the Desktop program from Costco. You need to install it. You should not use the Online version. You can't apply the License Code to the Online version.
Did you buy the CD or download? I bought the download from Costco if you need help installing it.
If you bought the CD,
How to install with a License Code
https://ttlc.intuit.com/turbotax-support/en-us/help-article/product-delivery/download-software-turbo...
Then How to Activate
https://ttlc.intuit.com/community/tax-topics/help/activating-turbotax-cd-download-software/00/852971
