After installing the downloaded version of TurboTax on your computer, you must find last year's tax file on your hard drive and transfer it to the current version. See this article: How do I find last year's tax data file (.tax file) on my computer?
If you started your return in TurboTax Online by mistake, you would find no prior year information in that account. Instead, open TurboTax from your computer desktop.
For help downloading TurboTax, contact TurboTax Support.