How did you try to install it? Are you using these instructions? How to get started with the Desktop program, install and activate ithttps://ttlc.intuit.com/turbotax-support/en-us/help-article/product-delivery/download-software-turbotax-com/L7u9oLEkq_US_en_US?uid=luqgvzrd
You are using the TurboTax online editions, not the software you purchased.
See this TurboTax support FAQ for installing the desktop software with a license code - https://ttlc.intuit.com/turbotax-support/en-us/help-article/license-information/install-turbotax-cd-download-software-license-code/L1wFOSXur_US_en_US?uid=m8lyxjot
For installation and software issues you can contact the TurboTax Support Phone Number