A statutory employee is taxed like an independent contractor, that i.e., on his/her business. Your business is in providing services to someone else. So questions about your "business" are legitimate.
I also assume that your employer did not withhold any tax on your W-2, which would be correct for a statutory employer.
However, there is the possibility that you are actually an employee, not a statutory employee. Please see this section in IRS Pub 15 on how to differentiate between the two.
Note: "IRS help.
If you want the IRS to determine whether or not a worker is an employee, file Form SS-8 with the IRS."
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