NO. You report all your W-2's - and all your other income, if any - on ONE income tax return.
Tom Young
How can I get my full return instead of have of what I supposed to get
You can't, legally. Your Form 1040 reports ALL of your income, deductions, exemptions and taxes withheld for the year. The Form 1040 calculates your tax liability for the year - that's your tax liability based on your taxable income - and then subtracts the taxes you've paid. The difference is the amount you owe or the amount of your refund.
The tax system is NOT designed to simply withhold taxes and then give ALL those taxes back to you. How do you think the government is supposed to function if that was the way it worked? The ONLY way you'd get ALL of your taxes back is if you either 1) didn't have income in excess of your standard deduction plus exemptions or 2) qualify for some of the welfare subsidies that Congress has cleverly decided to call "tax credits."