If you already started in the Online version you can move your return to the Desktop program even without paying for Online.  If you already paid for the Online version you can contact them to give you the program download.  

First download the .tax2018 file from the Online version,  
https://ttlc.intuit.com/replies/3300420

Then see, How to Switch to Desktop,
https://ttlc.intuit.com/replies/3302260

After you get the program installed the first thing to do before you open your tax return is to update the program and install any state programs you had.  So you first might need to start a fake return to be able to download the state program (go to FILE - New)

Then you just OPEN the .tax2018 file, go up to File-Open.  You don't import or transfer it.