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.