From the expert.. hopefully this works out for you.

The converted files are downloaded to C:\ProWin20\CompConversions. When you go to the transfer screen select to transfer 2019 1040 to 2020 Organizer and select the CompConversions directory to transfer the data files from. 

If you don't see that Organizer option, make sure you have installed it (go to Update->Select and Download New Products)