can I save to desktop or do I need to save to iCloud?

You can save the online tax return to your desktop either as a PDF or a tax data file, or both.

Click on Tax Tools on the left side of the online program screen.  Then click on Print Center.  Then click on Print, save or preview this year's return.  Choose the option Include government and TurboTax worksheets

See this TurboTax support FAQ for saving the return as a tax data file - https://ttlc.intuit.com/turbotax-support/en-us/help-article/import-export-data-files/save-turbotax-online-return-tax-data-file/L4xwOG3LF_US_en_US?uid=mc3rkg6l