I received a w-2 that I never was employed at this company, what do I do?
I don't even know what employer this is, can't locate this business at all!

Bring it with you to the IRS and tell them you have never worked there.

So they are saying they paid you money, but they never paid you any money?

Do they have your social security number correct on the form?

I would check your credit report. Its possible you have been a victim of identity theft. While its possible a mistake was made with an SSN, that they had your address is worrisome.

If you find more instances of use of your identity, then you need to go to the police and report it.