You have to say "yes" and explain why you are not providing the certificate. Check the online citizenship guide, question 10b, example #1:
Example 1
You lived in France for one year (365 days) before you became a permanent resident 3 years ago. You did not travel to France after you became a permanent resident. You would answer “Yes” to the question and you would need to provide a police certificate from France if you did not provide one with your immigration application. If you provided a police certificate from France with your immigration application, tell us this in the box provided at Question 10b.