If you get paid a private pension it just gets paid straight into your designated bank account. Some before tax, some tax paid. Depending on where you reside and that countries tax regime, its the tax that you might have to iron out as the money going into your account, either UK tax paid or otherwise is straight forward.
If you don't qualify to pay UK tax on a private pension then I believe you can relatively easily organise it to be paid to you free of UK tax.
Give your pension provider a call.
