The skill you are referring to should be taught in confined session two. As it is in the section headed "underwater", I believe the intent is to teach you how to do it in case of a stuck inflator (or alike). Therefore, I believe you must be able to do it while the hose is under pressure in order to meet the training standard. It does say it can be performed at the surface, but again I think the hose would need to be pressurized either way. If you have completed confined session two, and have not been taught this, I would ask your instructor to please go through it. Then I might ask him/her what else has been missed, but that's just me.
Here is what is written in PADI's "guide to teaching" (page 16 - teaching techniques), which is the portion of the instructor manual that advises us on how to teach the skills.
"Have student divers respond to a stuck inflator by disconnecting the low pressure inflator hose from the BCD. To simulate the stuck inflator, have divers hold the inflator button down with one hand while disconnecting the hose with the other. Conduct this skill in shallow water either at the surface or underwater. Ask divers to reconnect the hose after the exercise."