You can also find them at the library. You may want to check them before setting out to work on your taxes. Publication 520 is useful for scholarship and fellowship recipients. Publication 519 discusses the situation of international students. Publication 17 is useful for students who have sources of income other than the university.
All publications are available on-line.
If you received income form a US source in a given, you have to file both a federal and an Illinois income tax return before April 15 the following year. You can pick up the forms in the library or download them from the IRS and IDOR websites. You figure out your tax liability by completing your income tax returns. Typically, the University withholds a certain amount from every paycheck and sends it to the IRS and the IDOR as an advance payment. By the end of the year, your withholdings may exceed or fall short of your tax liability.