It doesnot matters whether they are holding your tax or not. Go ahead and file the tax, then pay whatever comes up. Then your fine.

But don't except that you are getting the tax money back,because you will get the excess amount of tax you have paid during the year but in your case you haven't withheld you tax so you might end up paying more.

And Keep in mind that you don't have to pay Social Security and Medicare tax if you are working in F1 status


Good Luck.