Everyone has a credit file. You may not have applied for any credit (liabilities) with any financial lender or credit institution however, you would have a credit file with your current bank with whom you use for your day-to-day banking and deposits.
Apart from having a credit file you would have a credit score. A credit score is only performed at the time of loan submission with a proposed lender who uses internal credit scoring. A credit score is performed when all your information is electronically entered into the lenders electronic systems. The lenders internal scoring is a guarded secret that looks at your assets and liabilities, time at address, etc. and calculates a score to either do business with you to lend you the approved facility or not to do business with you at all.