Military retirement pay is reported to you on a 1099-R. A 1099-R is reported under the Personal Income tab in the Retirement & Social Security Income section.
If you did not receive a W-2 of any kind from any source what-so-ever then you **MUST** elect to start/update the W-2 income section and check the box for "I don't have any W-2's" and continue working it through until you come to a screen with a DONE button on it. Then you must click that DONE button.
If you do not have a W-2 and you do not do this, then you will **NOT** be able to e-file the return.