Should I worry because I don't have Publications Yet?
Until your supervisor starts worrying, I wouldn't start worrying. Pure paper count isn't the best measure because some topics yield more papers and others much less. For example 2018 Nobel Laureate in Physiology &amp; Medicine, James Allison, has a h-index of 127. Meanwhile 2018 Nobel Laureate in Economics Paul Romer has a h-index of 49. This doesn't mean James Allison is 3x more accomplished than Paul Romer; it just means they're from different fields. In the same way even if your labmate has published 3 papers and you have zero, it doesn't mean they're 3x as capable as you.

Your supervisor knows what is expected of a PhD student at your university. If you are performing badly, he/she will let you know (or it will come up during a performance review). Until that happens, it's not time to start worrying. 

If you are really concerned, you can ask your supervisor if you're making expected progress, or ask him/her to set some targets for you to strive for.