Well, there is not an option for this, however, the computation of the p-value is based upon a normal approximation and is easy to compute by hand.

The computation could be done as follows:

Z = T / sqrt(Var),

where T = Kendall Tau correlation and

Var = 2*(2*N+5)/(9*N*(N-1)), and

N = Number of observations,

the two tailed approximate p-value is then 2 * NormalCDF(-|Z|).

The formula in STATISTICA for NormalCDF(x) is INormal(x,mean,sd). Here use INormal(-Abs(z), 0, 1).