Assuming you are a nonresident alien and the taxes were paid to the US government that is who you apply for a refund with. You would need to file a 1040-NR (Nonresident) to claim any refund due. TurboTax does not handle 1040-NR filing but you could contact one of our partners at Sprintax for assistance with that filing.
Here is an IRS link with more information on Nonresident Alien withholding.
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