I was scammed, told I had bought bitcoin and that it had been put in my wallet. I have never had a bitcoin wallet I am trying to recover my money through my bank. How do I prove that I have never had a wallet for this currency. If someone else created the wallet how do I identify where it is?
How do I prove that I have never had a wallet for this currency. 


You can't.


  If someone else created the wallet how do I identify where it is?


You cannot identify the name of a person owning a wallet nor the person's location from any Bitcoin data like a Bitcoin address. 

At least not if the scammer avoids any obvious mistakes like re-using the address for a later (or earlier) transaction with an honest business in your jursidiction which insists its customers provide ID and which is willing to assist your local law enforcement. This is unlikely nowadays.



I would report the fraud to local police, then try to accept that the money has gone forever and move on with my life.