You will need to register for self assessment, to declare your taxable overseas pensions.
You can regiser for self assessment at:
Register for Self Assessment if you are not self-employed
If you cannot do this online you can fill in the form at:
Registering for Self Assessment and getting a tax return
You can print it off and send to HM Revenue and Custom BX1 9AS. If you are asked do you have a UK national insurance number, please select 'No'. You will be asked to provide a reason why you do not have one. You would just need to mention that you have just relocated to the UK, so do not have a UK NINO.