The prior year tax data files and any saved PDF's of your tax returns remain on your computer where they were created. Those are Not transferred to the online program if you decide to complete and file a 2019 tax return using the TurboTax online editions.
You can transfer the prior year tax data from your computer to the 2019 online return but the actual prior year tax data file remains on your computer.
See this TurboTax support FAQ for transferring prior year tax data to the online editions - https://ttlc.intuit.com/community/entering-importing/help/how-do-i-transfer-last-year-s-return-into-turbotax-online/01/25953
both the IRS and Turbo Tax online only keep about 6 years of returns. after that if you didn't save a pdf copy of the returns on your pc or even offline, they won't be retrievable. some taxpayers loose prior returns because their hard drive crashes. so the safest thing is to print out a copy or use a second storage device like a thumb drive.