You have to be in complex mode (MODE->2).
Enter the number using the the angle button, which is above the negative button (-).
If you want the answer in rectangular, just hit =.
If you want the answer in polar, hit shift 2 (says CMPLX above the 2 button) and then 3 (for convert to polar), then =. You can also do this if you already hit = and have the answer in rectangular.
I found complex number entry and conversions slightly easier on the ES-115MS, but that also has its drawbacks, so I have both.