I assume you want to download your *.tax2020 data file from your Online TurboTax so you can open and continue it in the 2020 desktop software.
See this
FAQ: How do I switch from Online TurboTax to the TurboTax software?
https://ttlc.intuit.com/community/choosing-a-product/help/how-do-i-switch-from-turbotax-online-to-th...
