I work for a Company that doesn''t have any of its employee''s fill out a w-4 form, They are taking money from our checks for taxes

Your employer has a duty to withhold income and social security taxes from your paycheck, whether or not it obtains an executed Form W-4 from you. Form W-4 is one means of collecting social security numbers and other information from employees, but it is not the exclusive means an employer may use. If no allowance certificate is filed, the employee is considered as a single person claiming no withholding allowances. This may result is an  overwithholding for some employees. If it does, the affected employees may file their own Forms W-4 (and reduce their withholding as a result), or may file tax returns at the end of the year and obtain a refund of the excess withholdings.