Basically, you complete and file your 2015 return. You'll need to get that done before you can even start your 2016 return. Here's the basics, assuming you want to use TurboTax for this.

A prior year return can not be done using the online version of TurboTax.
A prior year return can not be e-filed. You have to print it, sign it, and mail it to the IRS.

For your 2015 return, you will need to purchase the CD/Download version of TurboTax 2015 (Twenty FIFTEEN) and physically install the program on your computer. Then you can use it to complete your 2015 return, print it, sign it, and mail it to the IRS. To purchase TurboTax 2015 just go to https://turbotax.intuit.com/personal-taxes/past-years-products/ and you can download the CD installation program from there after you pay for it. Just make sure you're under the correct tab on that page (2015) and then you can select, pay for, and download the installation program for the specific flavor of TurboTax 2015 that you need. Again, make SURE you are paying for the correct year. The program changes every year, because tax laws change every year.

If you are on a windows computer, make sure you purchase the one for windows. If you're on a MAC, make sure you purchase the one for Macs.