Did you start 2019 online? Or do you want to transfer a 2018 Online return into the 2019 Desktop program?
You can move your Online file to the Desktop program and continue without paying for Online or needing to reenter your info.
To continue in the desktop version see this…….
https://ttlc.intuit.com/community/choosing-a-product/help/how-do-i-switch-from-turbotax-online-to-the-turbotax-software/00/26129
After you get the program installed the first thing to do before you open your tax return .tax file is to update the program and install any state programs you had. Then open your file. So you first might need to start a fake return to be able to download the state program (go to FILE - NEW).