Refer to this TurboTax Help article: Troubleshoot TurboTax for Windows downloading issues
Here are several troubleshooting steps that you can try:
Did you get into the Online version by accident instead of your Desktop program? That happens. You need to install the program. If you entered your info into the Online version you can move it to the Desktop program.
How to install and Activate the Desktop CD/Download program with a License Code
How to install TurboTax CD/Download software with license code