What am i to do if i did not file last year?

[DoninGA]

You can still complete and file a 2020 tax return.  In the File section of the program just indicate you did not file a 2019 tax return when asked.

[rbreen303]

First questions is were you required to file a tax return last year?  If you were required to file and you owe the IRS, then you may be subject to penalties and interest fees.