did you purchase a download, I'm guessing not from the wording if your post, you need to do that separately it doesn't happen with the download.
you need to purchase it from TT or an authorized retailer, suggest shopping around there are some good discounts at the moment on Amazon for example. Be sure to select the right version with or without state etc. Then you should get an email with the license key, and instructions for the download you already did.
Authorized retailers
Turbotax direct
that help page seems outdated it's talking about packing slips and boxes, this one seems more modern for downloads