No, none of your information is on the CDs. Your tax return files were saved on the computer that you used. But you might want to reinstall the program from the CD if you need to look at an old tax return, or if you get a new computer. The only way to open a tax return data file is with the TurboTax program for that year. I would save the CDs for the most recent 4 years, just in case you need them. You're not likely to need any older than that.
You should save your tax return as a PDF each year, as well as saving the data file. You can look at the PDF with Adobe Reader, without having to have the TurboTax software.
You should also make backup copies of your tax return data files and the PDFs on a flash drive or other removable media in case anything happens to the files on the hard drive in your computer.
The tax return data files have whatever name you gave them, with the file name extension .taxyyyy, where yyyy is the year. For example, your 2015 tax return has the extension .tax2015. By default they are saved in the My Documents/TurboTax folder, but you could have saved them in a different folder.
