It really doesn't matter where you put that 2015 income tax return as long as you know where it is and can guide TurboTax to it when you tell TurboTax to transfer the 2015 information into the 2016 income tax return.
TurboTax typically stores the income tax returns it creates at C:\Users\[User name]\Documents\TurboTax so you certainly can put that 2015 income tax return in that folder.
Tom Young