Slightly confused about the pension I'm receiving

I'm a retired person who is receiving a pension from their deceased spouse and it's a private company and this company wants me to fill out w-4p for tax purposes for whatever reason the only thing I did is change my address shouldn't those already be taken out before my pension is distributed to me I'm not sure why they want me to do this 

 

Do I have to fill out this or just should I get a hold of the company 

 

Also I'm not sure if this makes any difference but I also am on disability