A W-4 is a form you give to your employer to tell the employer how much tax to withhold from your paychecks. Only the employer gets that form. It does not go to the IRS and does not dictate how you have to file your tax return.
A W-2 is the document you receive from your employer by the end of January, showing how much you earned and how much tax was withheld from your paychecks. You enter the information from your W-2 on your tax return to seek a refund or see how much you still owe to the IRS and/or state.
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Form W-4 is completed so that your employer can withhold the correct amount of federal income tax from your paycheck. Form W-2 is completed by your employer at the end of the year and contains wage information needed to complete your federal and state (if applicable) tax returns.
Here are 2 articles further explaining these forms: