It doesn't work that way. You would have needed to buy the download directly.
If you got the CD at Costco, there is a special code or procedure in the box, it's a deal between Turbotax and Costco. Otherwise, you need to either (1) return the CD to the vendor and buy a download separately, from Turbotax, Amazon, or another reliable vendor, or (2) call customer support during business hours and see if they will provide a download to your account.
[Edit]
Turbotax has apparently finally moved into the 21st century and does now allow you to download the software using the product key without calling customer support. See this FAQ
https://ttlc.intuit.com/community/installing/help/i-bought-the-cd-but-my-computer-doesn-t-have-a-cd-...
