The phrase "tax return" does not mean that you are filing documents to get your tax withholding money returned. Filing a tax return is the act of returning a report form to the U.S. Government (IRS) that notes the amount of U.S. source income you received during the previous calendar year (i.e. 1/1/2017-12/31/2017), what taxes were withheld in this income, and what amount you should had tax withholding deductions on.
When completing and filing the tax return(s) you may find out that you paid too much tax on your 2017 income. In general, for tax purposes this is called "tax refund" and may be refunded to you.
When completing and filing the tax return(s) you may find out that you did not pay enough taxes on your 2017 income. In general, for tax purposes this is called "tax liability" and you will owe money to the IRS. You will pay interest on any tax not paid by April 15.
Per the IRS, Nonresident Alien (NRA) international students cannot electronically fiel (E-FILE) their tax returns online using any online service, including the IRS Free File service. Nonresident returns cannot be faxed in. They must complete and mail paper forms 1040NR, 1040NR_EZ, and 8843 to the IRS.
IRS forms 1040, 1040A, 1040EZ cannot be filed by NRS's. Failure to file a tax return, or filing it incorrectly can and may result in severe penalties, fines, and interest on unpaid taxes, along with jeopardize future permanent residency application approvals.
No special mailing is needed. Just put the tax return in an appropriate size envelope and add the required first-class postage. Federal and state tax returns must be postmarked by the due dates or failure to file penalties may be assessed.