Can I convert Turbo Tax online to Desktop as am doing my other family members' tax returns also, and online only allows one federal return and I don't e-file ?

Good News YES.  Have you downloaded and installed the Desktop program?  And get it activated with the 16 digit license code?  

Are you asking about moving a 2023 online return to Desktop or to transfer a 2022 online return to start 2023 Desktop?   You can move your Online file to the Desktop program and continue without paying for Online or needing to reenter your info.

How to Switch from Turbo Tax Online to the CD/Download Desktop program
https://ttlc.intuit.com/turbotax-support/en-us/help-article/intuit-product-orders/switch-turbotax-online-turbotax-cd-download/L8oxEJNu5_US_en_US?uid=lwaanlzv

Save the tax file from Online.....
https://ttlc.intuit.com/community/saving/help/how-do-i-save-my-turbotax-online-return-as-a-tax-data-file/00/25740

After you get the program installed the first thing to do before you open your tax return is to update the program and install any state programs you had. Then open your file. So you first might need to start a fake return to be able to download the state program (go to FILE - NEW). Enter some basic information, then go to the state tab and download the state program. Then try to open your existing return, go to FILE - OPEN