Unfortunately, you can't transfer TurboTax Online returns into TurboTax CD/Download. TurboTax Online can't create .tt files, which is what TurboTax CD/Download uses.
You can still print or download a PDF copy of your TurboTax Online return. Please see this TurboTax FAQ for instructions: In the online edition of TurboTax, how do I print a copy of my tax return?
You can also login directly to TurboTax Online 2020.
