You have to declare your revenues, regardless of whether or not you were paid in the United States. Failure to do so could cause problems for you in the future if you plan on returning to the U.S. on a new visa.
Your tax return is due by April 15th of each year for the previous year’s income.
As a paid intern on a J-1 visa, you are required to pay some (but not all) of the same taxes U.S. citizens pay. Roughly 10% to 15% of your salary will be withheld for federal income tax. Some states and cities also charge income tax, which would could be an additional 5% to 8%. While your host organization should withhold the correct taxes, it is wise to review your first paycheck to make sure there are no errors and the tax withholding is correct.
As an international exchange visitor, you will most probably be eligible to claim a refund for a portion of the taxes you have paid. Please note that UK citizens (and citizens of any country that does not have a tax treaty with the U.S.) are not eligible for Federal tax refunds. However, you can still get a partial refund of State and local taxes.