Rollover out of tsp fund to vanguard Tradtional IRA. Tsp stated will hold 20%tax

Although it stated Direct rollover on Tsp site, however, when I attempted withdrawal or rollover, it seems it only offers Indirect withdrawal!. If I pursue this indirect withdrawal with 20% withheld, will I get tax again when depositing the whole amount( including the 20% tax withheld by tsp) to my Vanguard Traditional IRA?