Where did you get the pdf? And I don't think you can transfer a pdf into the Desktop program. It has to be the actual data file ending in .tax2019.
I wouldn't bother trying to transfer from a pdf. It only transfers very basic info like your name and address and AGI. Did you use Turbo Tax last year or is it another pdf? It has to be an electronic pdf file not one you scanned in. If you used Turbo Tax you should have a data file ending in tax2019 on your computer or be in the same online account and it will automatically transfer.
You need to have the actual electronic pdf file not a printed or scanned copy. And then it only transfers your basic personal info. See the last section here. Or you will just have to manually enter any it needs as you go along.
Transfer pdf to Online version. See the section if you used other software last year.
https://ttlc.intuit.com/community/entering-importing/help/how-do-i-transfer-last-year-s-return-into-...
