If you are not a US citizen and not a US resident, you would be required to file a non-resident tax return that lists only your US-based income. That requires form 1040-NR, which TurboTax does not support. You will need to use a different software provider. You will also need to obtain, if you don’t already have one, or keep current, your ITIN, international tax ID number, for use in filing the tax returns.
https://www.irs.gov/individuals/international-taxpayers/taxation-of-nonresident-aliens
The brokerage firm may be required to withhold 30% of any payments to you as mandatory back-up tax withholding. I am not fully knowledgeable about when they must do this. If they withhold part of your payments, you would get credit for that withholding when you file the 1040-NR, and if the withholding was more than the tax you owe, the difference would be refunded to you.
Your home country may require you to report this income as well, and they may give you a tax credit for foreign taxes that you paid to the US, but you will have to check in your home country.
