As of 2025, you can not set up withholding from your Social Security online.
You can learn about withholding for Income tax from Social Security at https://www.ssa.gov/manage-benefits/request-withhold-taxes. You can call them (may have to wait a long time) or download form W-4V which you can fill out and mail (or Fax) to your local Social Security office. You can find the address on that website.
You can choose to withhold 7%, 10%, 12%, or 22% of your total payment (the amount you actually get plus the amount withheld for Medicare or anything else). You can also stop Income Tax withholding that has been happening. There is no option to withold a specific dollar amount.
People have reported that it takes several months for your requested withholding to begin.