How do I apply the download I purchased to the return I'm ready to file?

Why did you use the Online version if you installed the Desktop program?  If you started in the Online version you can switch to the Desktop program and continue without paying for Online. How to switch…….
https://ttlc.intuit.com/community/choosing-a-product/help/how-do-i-switch-from-turbotax-online-to-the-turbotax-software/00/26129

Did you get the program downloaded and activated with the 16 digit License Code?  I see people all the time that have bought the Download Desktop Software but then somehow ending up using the Online version and didn't know it. If that happened to you, you can move your Online file to the Desktop program and continue without paying for Online or needing to reenter your info.

Sorry you can't apply the Desktop CD/Download program and License Code to the Online version. They are separate prices and work different. So you need to get a refund for the Desktop program and pay for the Online version. Or switch to your Desktop program.