My employer is in Cleveland and withholds Cleveland Income tax out of my pay. I live in Utah that doesn’t have city tax. How do I file a return to get withheld tax back.

My employer is in Cleveland and withholds Cleveland Income tax out of my pay. I live in Utah in a city that doesn’t have city tax (working remotely). Do I owe taxes to Cleveland and how do I file the tax return to get withheld taxes back?