What do I need to do if im 25 years old and never had a menstrual cycle?

Get GYN exam. If you are 25 and have never had a period, you should make an appointment with a gynecologist and get a good exam. There could be good explanations as to why you are not menstruating.
Things to consider. To have a cycle, you need to have all the working parts of that system. Some athletic or thin women do not have the body mass to start.Some women born with missing parts, or parts that don't work as designed. You will need a good exam with an OBGYN and related testing to sort this one out.