After you file

TurboTax desktop programs do save a copy of your ".tax20XX" file on your desktop, if you choose.

When you first close a return when using desktop versions, the program asks if and how you want to save the tax file. You either have to choose "Save" or "Delete" at this step. After that the program automatically saves your return when you close the file or exit the program.

Do a File Explorer search of your computer for "tax2019" (same search term if using Finder on a Mac computer)

See the following as a sample of the "Save" menu: