Pension/retirement income is reported on a Form 1099-R that you would receive each year in January for the prior year.  Federal income taxes withheld are shown in box 4 of the form and entered on a Form 1040 as a tax payment.  The 1099-R is reported on a tax return.

To enter, edit or delete a form 1099-R -

• Click on Federal Taxes (Personal using Home and Business)
• Click on Wages and Income (Personal Income using Home and Business)
• Click on I'll choose what I work on (if shown)
• Scroll down to Retirement Plans and Social Security
• On IRA, 401(k), Pension Plan Withdrawals (1099-R), click the start or update button

Or enter 1099-r in the Search box located in the upper right of the program screen. Click on Jump to 1099-R

If you have fed withholding taken out on 1099R box 4 it will show up on 1040 line 16 with withholding.

Do you need to tell the pension how much to withhold?  You give them a W4-P.  Here's a blank one

https://www.irs.gov/pub/irs-pdf/fw4p.pdf