This has everything to do with how you filled out the W-4 form that you gave to your employer and based on that information the withholding was done by the employer. It is possible that zero withholding is correct for your situation.
For instance ... if you made $250 per pay period and you have 52 pay periods per year your annual salary would be only $13000 and the single filing status standard deduction would be at least that much so you would have NO income tax liability thus no withholding would be needed.
If you made $300 x 52 weeks =$15600 and if you are single over the age of 24 under the age of 55 then you would not only get the standard deduction but also be eligible for the Earned Income Credit which would again bring you to a zero tax liability. And if you have kids under the age of 17 then the EIC would be even larger + the Child Tax Credit would make things happy on your return.
Now if you are married without kids then you really need to check the Single box on the W-4 and/or maybe add an additional amount to line 4c of the W-4 ... follow the form instructions if you are married or have more than one job.
