You are not a slave. You can leave your employment at any time but of course it would be the proper thing of you to give your employer notice so they know you are leaving and can make other arrangements. By leaving your employment, you need to find another place to live and you need to find another job. With your open work permit, you can take any job.
I don't see what this has to do with your taxes. Your employer has to pay you for the time you work there and he is required to withhold your taxes. When you get another job, it will be the same thing.