Make Me A Millionaire

It should be right under the Title box, where it will show you the url for the pending post - and an edit link next to it.  Here you can add or change the slug.

But it only works if you turn on non-standard permalinks. You have to change the permalinks from default to another one. After that the Permalink will show up after the Title area.

Go to your settings to change permalink options. If you choose “Day and name” you get on pages and posts the permalink option after the title box. If you choose “numeric” you will only see in pages a permalink to add a slug.