Do you mean that you downloaded the software but can’t find the download? Usually, web browsers save files to the "Downloads" folder of your computer, or sometimes the Desktop. You can use the search feature of Windows to look for "TurboTax_2021" (or whichever year you downloaded). Or you can download the software again.
To download TurboTax CD/Download to your desktop, go to the download page and then right-click on the link for the version you have purchased. From the menu that pops up, select "Save Link As...", and then choose the Desktop as the place where you would like to download the installation file.