What is your income? Filing HOH with 2 dependents (if under age 18), you should expect that the first $58,000-$78,000 of your income will be covered by your standard deduction and the child tax credit. Any withholding would only be a tax-free loan to the government that you would get back as a refund (by having your weekly checks reduced). If your income is higher, or if your income is lower but you want to have more tax withheld to get a higher refund, you need to change the W-4 you file with your employer.
Did you only notice this now on your W-2? You didn't check your pay stubs during the year? It's also possible your employer put your W-4 in their payroll system incorrectly, that would be on you to bring to their attention.
Or, if you are self-employed or an independent contractor, your clients never withhold taxes for you, it is your responsibility to make estimated tax payments to the IRS at least every quarter.
