If you work for an employer (as opposed to working for yourself), tax money is sent to the government by your employer. There's probably a situation where employers with a very small number of employees are not required to do that, but that's effectively the same as being self-employed. And if the government receives too little tax money from you throughout the year, you might have to pay penalties. Self-employed people send in estimated taxes quarterly in order to comply with that.

You have to fill out tax forms and submit them between January 1 and April 15. At that point, you might have to pay more or you might get a refund.