No I wasn't given any form of written paperwork at all. Not a contract or anything.

Can anybody advise me as to what to do? I found a job advertisement on the 'jobsearch' website, and sent off my CV to which I was asked to attend an interview. During the interview I was at no point advised that the position was one of self employment or that I would have to supply the business with a self employment number and invoice for my wages. I was told I would be paid straight into my bank account on a weekly basis and never advised that I would have to do anything in order to receive my wages. However a month passed and I didn't receive payment, I was told various excuses on different occasions and even advised that payment had been made when in fact it hadn't. When I said I would be taking the matter further in order to receive payment I was advised that I can not legally be paid without a self employment number and that "I was being given a favour by not doing this previously" when I had never previously been advised of this. I have sent a letter to the company advising that they have committed an act of 100% deduction of wages but have not heard back. I received a text this evening saying that payment would not be made until they receive an invoice and my self employment number. What do you advise I do? As I am unsure where I stand legally for the money I am owed.