Can you please clarify your question?
You probably have to file an U.S. income tax return if you received a W-2 and had income from U.S. stocks.
How everything is handled depends on whether you are filing as a resident or nonresident alien. And what kind of tax did your CA pay? Did they pay income tax or social security/Medicare tax (FICA) or both?
Some nonresidents have FICA tax withheld in error. They can ask their employer for a refund or file Form 843, Claim for Refund and Request for Abatement. TurboTax does not support this form.
Nonresidents generally pay tax on dividends issued by U.S. companies. Capital gains are generally exempt.
You may also have to pay tax to you home country. We'd have to know more about your situation: what type of visa you have, how long were you in the U.S., etc.
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