You should receive a 1099-R form for that.
When you enter each 1099-R form in the software, the Federal tax withheld is entered in box 4.
State tax withheld would be in box 14.
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If you were set up for paperless notifications,,,etc, you might have to log into that account to download the 1099-R as a PDF form,,,or call them to get a paper copy mailed to you.
____________*Answers are correct to the best of my knowledge when posted, but should not be considered to be legal or official tax advice.*