Your question is confusing. A tax return is the items you fill out to send to the IRS.
Did you mean to say you didn't get a W-2 from your employer or a 1099 (if your an independent contractor)?
If you are not getting a tax refund, you may still need to file a tax return based on your filing status and income.
Please see this table from the IRS to see if you are required to file a tax return for 2022:
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