If your employer did not withhold taxes, it is likely because your estimated annual income based on your weekly paycheck was less than $13,850. If this is the case, then the withholding table your employer would have used, would have had your federal tax withheld as $0. To change this you would need to fill out a new W-4 with your employer and have them withhold additional money if you have other income and now have to pay in or if you simply want a refund.
The other reason could be when you filled out your W-4 you selected that you were exempt from taxes so your employer did not withhold them.
If you had more than one job this could be an issue as you may have tax liability when combining all your jobs.
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