Holding the passport by employer after visa cancellation

Does my employer have the right to hold my cancellation paper and passport after they cancelled my visa?

As per my employer, I need to hand over the works properly and get the signature of my project manager.

I already handed over all work to my colleagues and they already signed also, but the project manager won't sign it for no reason.

My visa was cancelled already last May 21, 2018.

Please help. Should I file a complaint against them?