Generally, students on an F-1 visa are considered exempt and are not resident aliens for tax purposes unless you have lived in the United States for more than five calendar years. Even then, however, your exempt status could still remain if you maintain a closer connection to a foreign country and have not taken steps to become a lawful permanent resident.
Based on the information you shared, if you are indeed exempt, then you are not required to file a tax return as you did not earn income in 2017. Therefore, claiming a penalty exemption for not having health insurance would not apply to you. However, if you are considered a resident alien then the health insurance penalty exemption for not being lawfully present would more than likely not apply - this is assuming you had other worldwide income and needed to file a tax return.
Although your school may require health insurance as part of enrollment, students on F-1 visas, who have lived in the United States for less than five calendar years, are not required to have health insurance under the Affordable Care Act.
If you are a resident for tax purposes, then you will file a 1040 using TurboTax. Non-residents who earned income in the United States need to complete Form 1040NR. See the TurboTax FAQ below for information on our partnership with Sprintax to complete Form 1040NR.
See this TurboTax article Are You Exempt From Health Care Coverage? for additional information.
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[Edited 2.28.18 | 5:12 PM]
