Can you file fed taxes without an ein number

i started working in a barbershop as a commission employee. I never filled out a w2. i asked my employer for his EIN number so when i need to file taxes I have it. He keeps telling me I do not need it. I never had this and I have worked for over 20 years. I pay him 40% daily commission in cash. I get credit card payments from clients on my square app. my employer said all i need is the numbers at the end of the year that square sends me. But this doesnt seem right because I have no record of taxes being reported. so I can cover myself how can I file taxes without his EIN. Can I claim self employed as independent contractor so at least I do not get in trouble. I also depend on the Federal return every year also and I do not want to get screwed over.