Female - Pain in kidneys but no urine infection? What could this be. Or what should I have done to be tested

Many causes. Many things cause pain in the flanks, may not be your kidneys. Muscle pain, thoracic or lumbar strain, herniated disc, kidney stone passing, enlarged spleen, enlarged liver, etc. See your doctor, and depending on your exam you may need further testing including urinalysis, ultrasound of the kidneys, etc.