Its entered on the same screen as the sale under the Investment Income section under Stocks, Mutual Funds, Bonds, Other. After entering the initial sales details, you need to click "I'll enter additional info on my own." The next screen will give you the option to enter tax withheld. If you had this information imported, then you may need to go back into it and click the edit option.
It also looks like you are using the TurboTax Deluxe desktop software - so another, possibly quicker, option would be to switch to Forms Mode and directly enter the withholding on your Form 1099-B worksheet. It is box 10a Federal tax withheld. See screenshots below.
