You do not mention the country your employer is based in. The term withholding tax refers to the money that an employer deducts from an employee’s gross wages and pays directly to the government. The vast majority of people who are employed in the United States are subject to tax withholding. The amount withheld is a credit against the income taxes the employee must pay during the year.
Non resident aliens are also subject to withholding taxes on earned income as well as on other income such as interest and dividends from the securities of U.S. companies that they own. Withholding tax is deducted from U.S. residents and nonresidents who earn money from American sources.
If you are UK resident, you would declare the income in the foreign section of the tax return and claim witholding tax relief.
Tax on foreign income