I've received Form 1099-R thats from my 401k plan when I had worked in my OPT. I dont know what do I do with it. Do I file a tax return..? is it like W2. I've already withdrawn my 401k savings (early withdrawal) last year and they did charge federal and state tax. Now i dont know whether I can file return for the tax paid.

can anyone throw me some idea?

yes, that is your income statement
and you need to fill out tax return even if you withdrawn savings