I can't tell from the above if you have downloaded the installation file and have installed the software and activated your desktop software. But for some reason you ended up preparing a return online instead of on your computer.
When using the desktop software, you work on it only on your computer, not at the TurboTax website. A browser is not required (except for initially downloading the installation file when not using a CD to install.)
After installation, once the license has been activated with the license code, the program is always launched on your computer outside of a browser, so you do not have to sign into anything each time.
If you have already installed the software program, then here's how to download the *.tax2019 data file you started by mistake online, and then finish it in your desktop software.
Log into your Online TurboTax account with your browser and open the online return you have been working on.
Once the return is open, go to the left menu column, and click on TAX TOOLS, then TOOLS.
In the Tools window choose "Save your 2019 return to your computer."
The best location to place it is in the \Documents\TurboTax folder.
FAQ: How do I switch from Online TurboTax to the desktop TurboTax software?
https://ttlc.intuit.com/community/choosing-a-product/help/how-do-i-switch-from-turbotax-online-to-th...
NOTE: Since your data file has a state return in it, you first need to download the state program into your software. To do that, you can start a new dummy return with your desktop software just long enough to download the state software.
Then you can open the *.tax2019 data file. To do that, launch TurboTax, and at the main screen, go to the top left corner of the TurboTax interface, click on the FILE menu, and in the dropdown choose "OPEN Tax Return." Then point TurboTax to the location of your *.tax2019 data file you downloaded.
