Assuming you are a nonresident alien and the taxes were paid to the US government that is who you apply for a refund with. You would need to file a 1040-NR (Nonresident) to claim any refund due. TurboTax does not handle 1040-NR filing but you could contact one of our partners at Sprintax for assistance with that filing.
Here is an IRS link with more information on Nonresident Alien withholding.
**Say "Thanks" by clicking the thumb icon in a post
**Mark the post that answers your question by clicking on "Mark as Best Answer"