Yes, if you are active duty military with PA home of record/resident state and you are stationed outside of PA then your military pay would not be subject to PA state tax. If you are serving inside PA the income is taxable to PA. Here is PA brochure for reference.
If your military W2 has PA in box 15 with wages in box 16 then that W2 will show up in the PA interview and you need to exclude it from taxable income. You should return to you PA state interview and "Update" the "Income and Adjustments" section. You will arrive at a "Compensation Summary" page that lists the W2s that have PA wages in box 16. You will need to "Edit" the military W2 and indicate the income is not taxable in PA.
If the W2 does not list wages for PA in box 16 it will not show up in PA income at all.