One of the requirements for claiming a dependent is that they must have a social security number or an Individual Income Tax Identification Number (ITIN).
To obtain an ITIN you use must complete a Form W-7, Application for IRS Individual
Taxpayer Identification Number, that must be attached to your return.
Please refer to the following link for further information regarding the Form W-7.
https://www.irs.gov/individuals/individual-taxpayer-identification-number