You're not able to set up or change direct deposit info when you submit your return to NETFILE, the CRA doesn't allow it. It's only possible to enter one's bank account info in TurboTax to register for direct deposit if you acknowledge that you're going to print-and-mail. If you did this and then changed your mind, TurboTax disregarded your bank account info because the CRA won't accept it through NETFILE.
So, if you submitted your return to NETFILE and have a NETFILE confirmation number on hand to confirm, you did NOT register for direct deposit. If that's the case, the CRA will mail your tax refund cheque to you, to the mailing address you entered in TurboTax.
You should confirm you actually filed by tracking down your NETFILE confirmation number. Here's how to do that: https://turbotax.community.intuit.ca/replies/3227955
On a related note, a CRA My Account and/or CRA Online Mail are not needed to set up direct deposit. If you'd like to set up a CRA My Account, you should contact the CRA directly.
I signed up for print-and-mail and also provided my direct deposit info.
I am a first time tax filer.
But when I look at the PDF of my tax return, I don't see the direct deposit info there.
How will CRA know where to deposit?
If you are signed up for the My Account service on the Canada Revenue Agency website, you can log in and verify whether you registered for direct deposit. Otherwise, you can contact the CRA at 1 800 959 8281 to verify if you have direct deposit set up.