What do I do if an employer didn’t give me a W4 and they just filled it out themselves using my information? Causing me to not have any taxes taken out of my checks?

For 2022 it's too late to do anything about it. You just have to pay the tax that you owe. Surely you noticed, over the course of the year, that no tax was being withheld from your pay.

For 2023 and future years, give the employer a W-4 now. You can use the Tax Withholding Estimator on the IRS web site to figure out what to put on your W-4 form. If you follow the instructions in the Tax Withholding Estimator it will increase your withholding for the rest of this year to compensate for the fact that no tax has been withheld up to now. Do the Tax Withholding Estimator over again after you get your first paycheck next January, and give the employer a new W-4 then, to set it up correctly for the full year.

But did they take out Social Security and Medicare?  Did you get a W2 at the end of the year or did they pay you as a 1099NEC?