If you never pay into the system, then obviously you don't get anything from it. But if you do pay in, then my understanding is that they'll send you your pension money to wherever you live. That's how it works in the EU, UK. Depending on the country, there can be minimal number of years of work required for the pension to trigger, but AFAIK in the EU they're counted across the whole Union and not per-country.

BTW this is not a verified information so please verify all of the above yourself if you intend to depend on it in any capacity.