This probably occurs because Windows 10 disables autoplay by default.
To initiate 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 launch the installer
You can also enable autoplay on Windows 10 by following these instructions from Microsoft.