1099R Tax Forms are mailed by January 31st of each year to the address on file.

Your pension payments are considered taxable income for federal purposes.  As such, you may elect to have Federal Withholding deducted from your monthly pension payments.

Withholding is one way for you to pay a portion of your income tax.  If no tax, or not enough tax, is withheld from your benefits, you may have to pay estimated taxes during the year or a tax penalty at the end of the year.  Of course, whether you have to pay federal income tax on your pension payments depends on the total amount of your taxable income.