Provided you're an employee a company that pays through "standard" payroll practices (rather than, say, working for an individual who just writes you out a check or pays cash); taxes are deducted from each check, no matter how small the check.
( If you're not an employee, and instead are a contract worker or have some other arrangement where you're paid but not an employee, Federal taxes aren't generally taken out of our pay. An example of that would be people who write for HubPages and are paid by Google. No taxes are taken from Google earnings, and people have to report their earnings (and pay taxes on them) on their own. )
For a person who is an employee of a company, Federal taxes are withheld from all earnings; and later the individual must fill out tax returns, showing income and how much was deducted. It may turn out that more was deducted than someone on your income should have paid - in which case he will get a refund.