Yes, you can transfer-in the prior year's data that was prepared in Online TurboTax. You can download your prior-year *.taxYYYY data file from your online account and transfer it into a new desktop return (CD/download) in your purchased software.
So if you purchase desktop 2018 TurboTax, and if you used online 2017 TurboTax, you can download the *.tax2017 data file to transfer.
NOTE: You will need the *.taxYYYY data file, not the PDF.
@moha0514
Here's some additional info that you might find helpful as you move from an online product to the desktop software.
If you purchase desktop Deluxe, be aware that it comes in 2 versions--one that is Federal-only, and one that is Federal and State. If purchased from TurboTax, it is the combo Fed and State version. If purchased elsewhere, you have to be careful which Deluxe you are buying; i.e., whether you need a state return or not. So read the product info carefully.
The desktop Basic Edition does not come with a state program and cannot import from ItsDeductible.
Premier and Home and Business both come with a state program.
If you are preparing a 2018 return in the desktop product, you can prepare multiple Federal returns with up to 5 free Federal efiles. If you have a product that includes a state program, it can prepare multiple returns of that particular state. There is a 24.99 fee to efile each state return (sometimes discounted to 19.99 in early filing season). There is no state efile fee for New York State. There is no fee to print and mail the state returns.
If you are purchasing 2017 TurboTax or earlier, those returns can no longer be efiled. 2017 and prior returns have to be printed, signed, dated, and mailed.
@moha0514
Upon re-reading your original question, it's not completely clear what you mean. You never said what tax year software you are wanting to purchase. And by "upload previous years taxes" were you asking about transferring multiple years, or just the immediate prior year?
You cannot transfer multiple previous years data. You can only transfer-in the data file from the immediate prior year. For example, if you purchase 2018 TurboTax software, you can only transfer-in a *.tax2017 data file. If you purchase 2017 TurboTax, it will only transfer-in a *.tax2016 data file. 2016 TurboTax can only transfer-in a *.tax2015 data file, and so on.