You are using desktop software, which is different from the Online software.   When you use desktop software, your tax return is saved to your computer, not on the TurboTax servers.  There is no logout button because you not working online.  If you are using a shared computer, you have the ability to password protect your tax returns, but if you are using your own computer, there probably is no need to do that.  

It is the same software, but you have a lot more control using the desktop software.  You also have Forms Mode which is not available when you use the online program.  You can also prepare as many tax returns as you want and e-file up to 5 returns with your one purchase.  If you use online, you pay for each return separately and the costs can add up quickly if you prepare multiple returns.