If you click on that does it launch the Turbo Tax program? If you don't get that Begin screen again go up to File-New to start a return. Did you already start a return?
And be sure to save often, even in the middle of working on your return. After you make a lot of entries go to File-Save. The program does not automatically save although it should ask if you want to save when you exit the program.
Your tax returns (tax files end in .tax2018) and pdf files should be saved in your Documents then in a Turbo Tax folder.
