Is it permissible to deal with a currency exchange company that operates an additional, undeclared amount to evade taxes, given that the questioner knows all companies do this?

If the state's resources are insufficient to meet the needs of the nation, and taxes are imposed to cover the deficit, then it is not permissible to evade them by any stratagem, because they serve a public interest upon which cooperation is obligatory. However, if the taxes are illegitimate and the state collects them unjustly and expends them improperly, then there is no sin in evading them to remove injustice and avert harm.