Where are you downloading from? If from Intuit, here's detailed steps on how to Find Your TurboTax Download.
You should then have the TurboTax icon on your desktop to open the program.
If you're downloading from a vendor link, follow the instructions in the link or reach out to the vendor. You may need to go to your vendor account to get the link.
Here's info on Troubleshooting TurboTax Desktop Issues.
You can also Contact TurboTax Support for more help.