What happened to the money? If they sent you a 1099-R, then they likely sent you a check or you were given the option to roll over the funds. When did you leave them and when was the money sent or moved?
If it was a check and you never received it, you will need to contact the company to find out what happened.
If it was a rollover (you had 60 days to do so), you will just need to enter your 1099-R, then as you go through the additional questions after entering the 1099-R, it will ask you what you did with the money? Select that you rolled it over and follow through on those questions. If you meet the criteria for a rollover, then you will not have to pay taxes on the money from your retirement account.
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