Taxes were never taken out

Then you need to complete a Form W-4 and give it to your employer

Click on Federal on the left side of the online program screen

Click on Other Tax Situations

On W-4 and estimated taxes, click on the start button

Go to this IRS website for a tax withholding calculator - https://www.irs.gov/individuals/tax-withholding-estimator

Did you get a W2 or a 1099NEC for y our job?  Are they taking out any deductions like Social Security and Medicare?   If you got a 1099NEC or no form then you are considered an independent contractor and self employed for it and need to file it on schedule C in your personal 1040 tax return.  

Although it may be news to you that you “have a business” (and most of the other people who get their first 1099-NEC); The IRS considers anything on a form 1099-NEC to be self employment income. Enter the 1099 income, at 1099-MISC and Other Common income / income from a 1099-NEC . TurboTax (TT) will complete Schedule C  for you and allow you to deduct any expenses associated with this income. You'll also have to pay self employment tax (social security & Medicare) on any profits greater than $432. These types of payments are frequently done this way. Your "employer" is not the only one. If you try reporting the income as anything else, you chances of hearing from the IRS are  higher.

The IRS also considers undocumented cash income (no W-2 or 1099), for work performed, to be self employment income.