2015 Online to 2016 Downloaded
If you prepared your 2015 return online, in order for your previous year tax information to transfer into your Desktop software you need to download your 2015 Online return as a .tax2015 file.
https://ttlc.intuit.com/questions/1899645-how-do-i-save-my-2015-turbotax-online-return-as-a-tax-data...
If you can't get or didn't save the .tax file to your computer before online was shut down or lost it, there is a way to do it by starting your return in the 2016 Online version, transfer into that and then you can switch and continue in the desktop version and you won't have to pay for online. Expand the 3rd section for transferring an Online return in this FAQ
https://ttlc.intuit.com/questions/1901506-transfer-last-year-s-return-into-turbotax-for-windows