If you have bought TurboTax Online, then there is nothing to download. Instead, please go to turbotax.ca/activate to login and use your code before you start your returns. You can see this TurboTax FAQ for step-by-step instructions: In TurboTax Online, how do I use a prepayment code?
If you have bought TurboTax CD/Download, you can download the current version of TurboTax CD/download edition here: Choose the 2021 TurboTax edition you need (for Windows). Then you can install the software using the instructions on this TurboTax FAQ: How do I install TurboTax for the current tax year after I download it from the Internet?