If you received a 1099 Composite statement and all the entries are "0" , then you wouldn't have anything to report on your tax return.
(This is unlikely, however, because the only reason a financial institution would send you a 1099 Composite is if you had at least one type of 1099 to report.)
A "1099 Composite" is just a consolidated statement that lists the 1099s issued by a financial institution, typically 1099-DIV, 1099-INT and 1099-B.
