What should I do if I haven't had any federal taxes withheld from my paychecks, and how will this affect my 2022 return?

If your income per payperiod is low enough then having no withholding is correct.  So either you will have no refund because you will have no tax liability or your refund will come from refundable credits.   If you are single, only have one job at a time then you should be fine. 

use the IRS withholding estimator to find out how "low" your income is, or what you have to withhold.

You still have time to make the Sep 15 Estimated Tax payment deadline.

https://www.irs.gov/individuals/tax-withholding-estimator

@mandiesteele