For 2018 my Pennsylvania employer withheld taxes for NJ, but I did not live or work in NJ for anytime during 2018. How do I get the NJ money back at this time in 2019?

You would have to file a nonresident New Jersey tax return for 2018 reporting 0 income for New Jersey so that you can get a full refund of the NJ taxes withheld.

 NJ-1040NR STATE OF NEW JERSEY INCOME TAX NONRESIDENT RETURN (2018) - https://www.state.nj.us/treasury/taxation/pdf/other_forms/tgi-ee/2018/1040nr.pdf

Instructions - https://www.state.nj.us/treasury/taxation/pdf/other_forms/tgi-ee/2018/1040nri.pdf