Anytime you make more than some small base amount, which varies depending on your country of origin, you need to pay taxes on the payout amounts. Everything is on you, Shapeways does nothing to help in this respect. Although I have never asked them directly I believe that since they are a company in the Netherlands, their laws must allow them to run this as a business model without collecting any personal information other than where to send your monthly payout.

Just so you know, it is not easy to grow a business on Shapeways. Several factors include:

1. Their website sucks and is very difficult to search
2. They do almost zero SEO for pages other than their own
3. Without having your own site it is hard to build a brand, but they do have APIs to popular ecommerce platforms
4. They only pay out based on payout amount and there is a minimum payout of $30 in any given month. That is not the same as what it costs a Shapeways customer, it is your small percentage. In my case, I was selling stuff on Shapeways for four months before I got my first payout of $57 USD.
5. The way I had to do it was to frequent forums, I only do two, this one and weightweenies. I skip all the others. I do tweet out my creations and post on pinterest and facebook, but I think I have less than 100 followers on those social media platforms. I do ask people who contact me directly to send me photos of their set up and ask permission to repost them. Only a handful ever remember to do that. Since I have been on Shapeways for seven years, I have big head start. I also allowed Shapeways to trial services using my stuff. I also believe stores like mine are the reason Shapeways has pursued being on Amazon.
6. Lastely, find a niche, something no one else is doing, or very few. There are a few others now that do similar things to what I am offering, but their catalog is very small and most don't take custom requests.

It is very hard to make a living doing this, good thing I am retired and don't rely on Shapeways to pay my bills, only to buy tires and new kit every once in a while. That said, I still ride a 2012 Canondale EVO since I can't afford anything newer, nor do I want anything newer. The EVO is a fantastic bike.

On thing, if what you are doing is of interest to others and you are willing to work with them, that news goes a long ways. I have found references to my models in forums as far away as South Korea, New Zealand, Japan. etc. Quite a few people here and on that other forum have posted or written about my stuff on their social media, and that helps quite a bit.