I think this older thread will answer your question.
EDIT: I just tried it in one of my games, and the selection box will appear immediately below the 'submit move' button. You can change it in that window before clicking the submit move button. (This is on a pc.)
You can test this in your game when it is your move. Just move any of your pawns to the promotion rank and you will see the new window open up even if the actual move would be illegal.