You should file the business return even if there is zero income and/or expense. If you know that the business is not going to activate, you can mark it as "first" and "final" return. This will cancel the EIN which will eliminate a request and/or penalties for not filing in the future. Include the Pennsylvania form filing as well.
As for your personal return, filing separate is usually not the best option if you have a choice. Please see some of the significant reasons below. State returns are sometimes a reason to file separately for the best results, but not always.
https://ttlc.intuit.com/replies/3288477
