Yes, you can. You can even copy your online in-progress tax file and retrieve it in your Sam's Club TurboTax that you purchased.
First, save your online .tax2018 file. See How do I save my 2018 TurboTax Online return as a tax data file?
Second, retrieve your .tax2018 in TurboTax CD\Download. See How do I open my tax return in the TurboTax software I installed?
