Solved
My MacBook does not have a CD drive.
There should be a card in the CD case on on the CD envelope that says how to download it and you will need the 14 or 16 digit code from it to enter.
How to download Turbo Tax instead of using the CD
https://ttlc.intuit.com/community/installing/help/i-bought-the-cd-but-my-computer-doesn-t-have-a-cd-drive/01/26450
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