What taxes are you talking about?
On a J1 (education/training) visa, you are considered a non-resident, and you file a form 1040-NR non-resident income tax return. Your income certainly could be taxable, depending on the amount of income, unless you are also from a foreign country with a tax treaty with the US. You are exempt from social security and Medicare tax, as long as your job is related to the educational purpose of your visa. But if you work an unrelated job, you are subject to social security and medicare withholding.
If you have federal tax withheld from your paychecks, you should file a tax return as normal, and if your tax owed is less than your withholding, the difference comes back as a refund. Note that Turbotax does not support form 1040-NR, you will need to use different software or prepare your return by hand.
Your question is confusing, can you explain your situation in more detail?
