You have to go all the way through the steps in the FILE section to enter your banking information for the direct deposit and then you go to a big orange button that says "Transmit my returns now." You have to click that button to e-file.
When you e-file your federal return you will receive two emails from TurboTax. The first one will say that your return was submitted. The second email will tell you if your federal return was accepted or rejected. If you e-filed a state return, there will be a third email to tell you if the state accepted or rejected your state return.