Those are two different documents. A W-4 is the document you fill out for your employer to tell them how much to withhold from your pay, based on your filing status and how many dependents you have.
Your W-2 is the document your employer gives you in January showing how much you earned during the year and how much was withheld from your pay for federal and state tax, Social Security and Medicare, etc. If you were supposed to receive a W-2 you should ask the employer about it. You need it for your tax return.
If you are not considered to be an employee, you might receive a 1099Misc for the amount you earned as an independent contractor. That also must be entered on your tax return.