Irrespective of whether or not you lived in Canada, you'll have to let IRCC know if you filed taxes or not in the past 5 years. Your application would be considered incomplete if you skip any year in the past 5 years.
If you did not file taxes AND you were NOT REQUIRED to file taxes, there shouldn't be any issues - You can check "No" for both "Were you required to file taxes" and "Did you file taxes" for the year 2020. Check with your tax consultant to confirm if you had to file taxes or not.