This is something a lot of people unfortunately indulge in. They seek to go against the law and become lawless, claiming their religion as an excuse to do this.
Islam is very clear about this; everything from tax evasion to vigilantism. In the Qur'an, Allah says:
O you who have believed, fulfill [all] contracts. [...] [Surah Ma'ida, verse 1]1.
The meaning of this verse (tafseer) is included in the square brackets; from the language, we understand that it means fulfill your contracts and agreements and pledges and promises.
All of them. Which means if you live in a country, you need to obey their laws. There is a famous athar of Umar ibn Al-Khattab (which some say is a hadith) which says:
Obey the law of the land.
Therefore, if your country stipulates taxes, you have to pay tax. If your country stipulates driving with a license, you need to get the license.
There's one caveat though; what about cases where the law advocates something haram, like the hijab ban in so many countries, or modern forms of insurance? Rasulullah answered this with one hadith:
There is no obedience to the creation in disobedience to the Creator.
(Ahmed and Haakim)
In this case, you need to consult with a locak scholar who understands shari'ah and the customs of your land in order to figure out what to do.
For example, where I live, it's haram to drive without car insurance. Car insurance is also haram (money for money transaction with extreme uncertainty). Scholars have said, in this case, that we should buy only the minimal insurance (third party), and not "full coverage."
And Allah knows best.