The system is trying to import your data from Charles Schwab, which you may have marked you had while entering your information in TurboTax. The log in is from the Charles Schwab website, but if you do not have them you can back out of that particular section.
As far as saving data goes, the information you've entered does not go away once you log out. There is no timer for how long TurboTax will keep your tax details and you can come back and pick up where you left off when you signed out.