Single Member LLC company with no activity has never reported tax, is it legal?

Hello,
I am David, I am a foreigner and live in China. In 2016, I registered a LLC company in Colorado, and applied for the EIN number.
It is a Single Member LLC company and has never been operated, has no bank account, no income, so i have never filed a tax return. Is this legal? If not, how can I find out how much tax or penalty I owe IRS?

Thank you!