When you installed/dowloaded the 2015 desktop software did you update it? You have to install updates to get the forms. Are you also aware that it is too late to receive a refund for a 2015 federal tax return?
@colin.relocation- You did not say what type of computer you have.
There is a known issue with 2015 and a Mac computer. If that is the case then there is a workaround for the problem. Advise if it is a mac running OS X 10.13.4 or later or not.