If you did not receive a 1099-R, then you don't enter a 1099-R. Elect to work through that section again and when asked, indicate that YES you do have a 1099-R to enter. You will see the 1099-R you entered listed there. Click the DELETE button to the right of it, then YES to confirm the deletion. You'll need to keep working things through until you get to a screen with a DONE button on it, and click that button so your deletion will stick.
You should also not be filling out a substitute 1099-R form, as I doubt there is any requirement the IRS can enforce to make that foreign payer send you one. So delete that one too, if present.
Instead you report your foreign retirement income elsewhere. If it's a Canadian pension plan, you enter it in the Canadian Registered Pension Income section. Otherwise you enter it under Personal Income - Less Common Income - Foreign Earned Income & Exclusion. Any foreign taxes paid on that will be dealt with later under the Deductions & Credits tab in the Estimates & Other Taxes Paid section.
