To Assign Pension Scheme to Individual Employee's, go to the Pension button in the Tasking zone. Please follow the below Road Map:

Road Map - To Assign Pension Scheme to Individual Employee's.
Pension -> Group Assigning -> Click the Link Assign Pension Scheme (Individual) -> Click the Yellow Assign Scheme button.
('Pension' is the button positioned in the tasking zone menu at the top. It is the third button from the Right)