Generally, if an employer doesn't withhold federal income taxes, social security and Medicare from your pay, your employer is treating you as an independent contractor (self-employed person). First verify with your employer if they consider you an employee or an independent contractor.
If you believe an employer-employee relationship exists and you can't resolve this matter with your employer, you should submit a Form SS-8, Determination of Worker Status for Purposes of Federal Employment Taxes and Income Tax Withholding. Chapter 2 of Publication 15-A, Employer's Supplemental Tax Guide, covers the factors used to determine if an employer-employee relationship exists.
If your status as an employee isn't at issue, it may be that either you perform a category of service that's not employment for federal employment tax purposes or your pay is in a category that's not wages for federal employment tax purposes. Find out from your employer why they're not withholding social security and Medicare taxes, and income taxes from your pay.
If your employer considers you an independent contractor, you are responsible for paying your own income tax and self-employment tax (Self-Employment Contributions Act – SECA). You may need to make estimated tax payments during the year to cover your tax liabilities.