Dickey's BBQ Pit

I was recently employed with a company and instead of receiving a payroll check the last few times I was paid, myself and a select few were receiving personal business checks. We were told taxes were being taken out, but were not able to see/know what taxes were being taken out, if they even were, etc. I felt like I was being scammed by the company and I didn't like not knowing where my money was going to. I am not sure of what was happening with the money taken from my paycheck or if my taxes were even accounted for. I would like further investigation and would prefer for my information to stay confidential.