W-2: Wages and Tax statement. you should get once a year in January to do tax return
W-4 Employee's withholding Allowance Certificate. it is used to compute the amount of income tax to withhold from employee's wages.
As a contractor, you should get 1099-misc ( if your receive more than $600).
You still need use Form 1040 and Schedule C ( or Schedule C-EZ if certain condition meet) to do tax return. I suggest that you hire a tax preparer. IRS has so many rules on which expenses can deduct and which can not.