If you have 401 k money their, you need to open a self directed IRA at one of the discount brokerage firms like Fidelity. Then fill out a form to transfer the money. This will happen automatically . If they just owe you money, and will not pay you. You may need to take them to Small Claims Court. I am not an attorney and I am not qualified to give out legal advice.
Contact the HR department and ask them for "distribution paperwork", or you can call the 401(k) provider and ask them to email or mail you distribution paperwork. After receiving the distribution form schedule an appointment with an Advisor, or Institution and they well assist you with the necessary steps. Pay attention to your vested balance, and non-vested balance to confirm how much will be "rolled-over". Lastly keep in mind any closing costs, as well as fees with the new Advisor or Institution and weigh what options would be best for you.