Possible reasons: 1) Your income is very low. 2) The number of withholding allowances on your W-4 is very high. 3) You claimed "exempt" on your W-4. 4) Your employer is treating you as a contractor...
Yes, in fact you must.
Filing taxes and how you pay them are 2 different things.
They are supposed to be paid through the year, quarterly by estimated payments or through payroll withholding. You...