The pension has not to pay any tax here in Spain. Enjoy it up.
You do not have to make any paper to pay taxes. Do not worry about it.
You only have to pay taxes here if you work for somebody else or you have incomes from money interest or shares.
You could easily find any legal cuestion about taxes at
It is the official spanish goberment site, and it is in english.
As I told you before, enjoy your pension and the Spanish country up.