As a sole proprietor you can request an EIN but it is not required when reporting your income and expenses since you can use either your Social Security number or the EIN - https://www.irs.gov/businesses/small-businesses-self-employed/apply-for-an-employer-identification-n...
A sole proprietor that has not incorporated reports their income and expenses on a Schedule C which is part of and included with your personal tax return Form 1040. The Schedule C is not filed separately from your personal tax return.
IRS website Tax Center for the self-employed - https://www.irs.gov/businesses/small-businesses-self-employed/self-employed-individuals-tax-center
