If you've never taken out any credit cards or loans in your home country, you'll still be able to pull a credit report! It will confirm that you don't have any credit history, which is all we need to know.
For Indian students, a report without history will show a message saying ‘No Hit’. All that means is that you don't have any information on your credit history. Take a screenshot of that message for us which includes the date and your full name.