I have downloaded all T5008 slips from CRA. Do I now have to enter these transactions manually even though they show in Turbotax ?

If the T5008 slips have all been loaded via Autofill My Return, you shouldn't re-enter them. 

I suggest checking each slip to ensure the Type of Income selection matches the type of income the T5008 is reporting. There are two options. Most T5008 slips are Capital Gains but some income such as the disposition of mature T bills should be listed as Investment Income.