Every tax document (W-2, 1099 etc) is sent to both you and the IRS. The IRS is saying they never got their copy. More importantly, they're saying they didn't get the taxes your employer withheld from your pay (boxes 2,4 & 6).
They now need to decide whether to go after you or your employer for the money. Give them what proof you have. Pay stubs, particularly year end, would be helpful. As the answer above indicates, the IRS has probably already contacted your employer. This may take a long time. Cash strapped employers not sending in the money is a common problem
