Let's explain the tax regime in India. Under Government of India thee is Ministry of Finance (MoF) and under MoF there are 2 divisions. One is Central Board of Direct Taxes (CBDT) and other is Central Board of Excise and Customs (CBEC).
Now CBDT deals with direct taxes i.e. Tax on Salary, Pension, Income from house property, incone fro business and profession capital, gain and other sources of income of an Individual or other entities.
While CBEC deals with indirect taxes which we should now called GST which includes Excise, Customs, VAT, Service Tax, etc.
Now direct tax is on income which you earn directly by working and hence pay tax on the same. While indirect tax is a tax which you pay on the expenses you do.
You got to understand that your expense is income for another hence you will not be claiming refund of taxes paid to someone else. You will pay taxes on income which you earn. Your salary is an expense for your employer but income for you.
You can claim refund only in case your employer has deducted more tax than it actually should.
Taxes which are indirect meaning the one you pay as cost of product because the same get charged to as they are inbuilt in the product or service which you have availed.
On the other hand Direct tax is what government collects from your income through your employer in form of TDS.
If employer deducts more TDS than it actually should, then only you can claim refund by filing your tax return.