You can still file taxes even if you have no income. You can backfile for a few years also, but that might not help now, you would have to ask a CPA. You can file this year still and have a transcript a few days later. I say always file every year, even with no income. Being full time students you may be eligible for programs that actually get you money back.
As a note, find a real CPA, try to avoid h&r block, or liberty tax, etc. They are a cookie cutter when it comes to taxes. Shouldn't be too expensive to do, and benefits of having transcripts is good