I assume you want to download your *.tax2020 data file from your Online TurboTax so you can open and continue it in the 2020 desktop software.
FAQ: How do I switch from Online TurboTax to the TurboTax software?
Yes! 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…….
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).