What does it mean when Turbo Tx says to enter any withholding from payments you received in 2019 that you haven't entered elsewhere.

This means any money withheld for taxes from income you received or any estimated payments toward income tax that haven't already been entered.

Usually amounts withheld will come from W-2 forms that employers provide.  Other forms, 1099R for example, will also list amounts withheld.  Turbotax asks for these as it goes through the various sources of income.  This is a final question to make sure that all amounts withheld from every income form has been entered.