Using the Lump Sum option when creating a pension will create taxable income. That's one option for those with pension options.

But creating a rollover from the pension to an IRA is not a taxable event.

To model the rollover indicate the lump sum amount of the rollover in the pension lump sum field. In the retirement accounts area, create an IRA  if you don't have one already, and enter a contribution to that account in the amount of the lump sum. It's important to fill in the lump sum distribution in the pension area as well and create the contribution.