Even though federal state tax is not being withheld form my paycheck can I still receive an income tax?

I have already asked this question before but I was not very clear. They are taking FICA, MEDICARE and State taxes out of my paycheck. but not federal tax. I don't know why but it is not being withheld from my pay check. So I am still confuse about being eligible of receiving a income tax refund or not.
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