You can do either. You can file 2020 and work backwards or start from 2015 and work your way forwards.
Working forwards is helpful if you have any losses or credits to be carried over into next year. For example, capital losses from stock sales are limited to $3,000 per year so if you went backwards you might have to amend returns you filed. If you have simple returns, going backwards or forwards will not matter much.
Another thing to keep in mind. The IRS gives you three years from the original filing date to claim a refund. So you will not get a refund for 2015 and 2016 and will lose your 2017 refund (originally due April 2018) if you don't file by April 15. You still have to pay any tax due. There's no forgiveness.
Finally TurboTax only sells 2017, 2018 and 2019 prior year programs on its website. You'll have to buy the other years somewhere else or prepare those years some other way.
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