Do I file previous years tax returns (e.g 2018) at the same time I'm as this years? or do I do so separately?

You need to complete 2018 before you can do your 2019 tax return. Every year must be done separately. 

Here is the link to our 2018 software->https://turbotax.intuit.ca/tax-software/prior-year-taxes.jsp

If you have any questions please contact our customer service.