Everyone's got SOME credit.
Still . . .
There are plenty of books on the subject. Check Amazon.
Basically, what you want to do is establish credit at places it's easy to do so. If you have a checking account with a bank, apply for a small loan. Then regularly pay it off.
Apply for a credit card. If you're rejected (due to lack of credit), then apply for what's called a secured credit card. You basically deposit a sum of money (say $500), and you receive a card wtih a $500 credit line. If you don't pay, they've got your cash as security. But what you do is make small purchases. Don't pay them off immediately. Let some of the charges roll over to the next month. That'll cost you a bit in interest, but not very much.
You then work your way upward. Maybe a larger loan from your bank (after you've paid off the first one). After you've established your credit with the secured credit card, then apply for a non-secured one, and do the same thing. Charge a bit--not much. Pay most of it off, but let some roll over for a month or two.
And read a few books on the subject, too.
Hope that helps.