Actually I was working at us by j1 visa. so I don't need to pay to IRS. I don't know why they took my money. I heard most of j1 visa, they can get tax back.

If you are here in the United States on a J1 visa you do need to pay U.S. and possibly state taxes if you are in a state that has a state income tax.  

It is possible after you file the proper tax return, you may get some or all of your federal and state taxes that you paid returned to you.

The information below is an excerpt from the American Immigration Council.  The entire link is at the bottom

For tax filing purposes, most J-1 visa holders are considered Nonresident Aliens. As Nonresident Aliens, J-1 exchange visitors must pay federal, state and local taxes. 

J-1 visitors must file annual income tax reports with the Internal Revenue Service (IRS), which is the U.S. government agency responsible for collecting federal taxes. The IRS publishes the comprehensive U.S. Tax Guide for Aliens, that answers questions on such topics as what is a nonresident alien, how to determine the amount of tax one pays, and how to get help with your tax questions. 

This article will explain which form you need to file. 

https://exchange.americanimmigrationcouncil.org/tax-assistance-j-1-participants 

thanks. but the IRS took my money already, can I get back this money? Do I have to request to IRS?

The IRS takes everyone's money from their paychecks and then they give it back (or ask for more) when you file your tax return. The only way to try to get the money back is to file your tax return.  There should be tax help at your school:)

thank you for your replying. unfortunately I think they can't help me. because I'm at out of the u.s. i just want to know I want return my pay to the IRS. I want you contact to IRS instead of me.
is it possible?

TT does not support Form 1040-NR. Try here:

https://www.sprintax.com/