"The basic State Pension is usually paid every 4 weeks into an account of your choice. You’re paid ‘in arrears’, which means you’re paid for the last 4 weeks, not for the coming 4 weeks."
https://www.gov.uk/state-pension/what-youll-get#:~:text=The basic State Pension is,rules if you live abroad.
I guess you use your Thailand address. It could be paid direct to a bank here.