Is it a W2? Does it look like this?
Generally, third party sick pay is received because of your job through a company outside of your employer and the pay is reported on a W2 to the employee.
If it looks like a W2, you can simply enter it in the W2 section like you would your normal W2's. If it is not a W2, but some type of letter or other document that contains the same information as a W2, you can enter as a W2, but then after you enter the numbers, you will check the box that you received a non-standard W-2 on the next screen.