It is not the normal practice for Inland Revenue Department (IRD) to send you the salary tax return at the first instance. Every April in each year, your employer will report your income to the IRD under the Employer's Tax Return. You will receive a copy of it for your reference for submitting your own Salary Tax Return.
In your case, I suggest you write to IRD stating that you have a salary likely chargable to salary tax and ask them to send you a Salary Tax Return for completion. It is your obligation under the Inland Revenue Ordinance that you have to notify IRD when such thing happened.