I was told in 2013 that if I owed nothing, I would not have to file so I didn't, for 2013 1014 and 2015.....now I find that I should have filed, what kind of penalties?

If you will not owe, or if you were going to get a refund, there is no penalties if you file within 3 years of the year the return was due.  For 2013, that deadline is today 4/18/2017.  I have included 2 links below, the first gives you more information on filing and filing late and the other gives you the link to file past returns.

Penalties for filing late and other information

https://ttlc.intuit.com/replies/4159821

Filing past returns

https://ttlc.intuit.com/replies/3301770