Being a student and/or receiving grants has nothing to do with you receiving a refund or not. First, you must have "earned" income that taxes were withheld on. Then if the taxes withheld exceed your tax liability, the difference will be refunded to you. Otherwise if taxes withheld are below your tax liability then you will owe the IRS money at tax filing time.
As for being a student, it depends on your age, if you were a full time student or not, if you provided more than half of your own support, if your parents qualify to claim you as a dependent on their tax returns, and a fair number of other things.
One thing though, is that if your grants were not used for "qualified" education expenses, then it's perfectly possible that grant money will be taxable income to you. It just depends on to many factors to list here.
