This probably occurs because Windows 10 disables autoplay by default.
To start installation, insert your CD and then:
- Hold down the Windows + R keys to open the Run window.
- Select Browse and navigate to the TurboTax CD on your CD/DVD/RW drive (usually your D drive).
- Open the setup.exe file.
- Select OK to open the installer.
You can also enable autoplay on Windows 10 by following these instructions from Microsoft.