Can someone have MS and not have any leisons?

No. In fact, the mcdonald criteria for the diagnosis of multiple sclerosis requires dissemination of lesions both in time and space. Without any lesions, the diagnosis can not be made. So, strickly speaking, the absence of lesions is not compatible with a diagnosis of ms.
Rare type of MS. It is possible to have primary progressive MS and have no lesions. The clinical course shows no relapses though, just a steady decline over many years. It behaves more like a degenerative disease, and it does not respond to MS medical treatments. For the most part, if the MRI studies are normal, MS is probably not the right diagnosis.
MS. When you say "not have any lesions", do you mean a patient has symptoms (which represent neurological lesions) but has no lesions that show up on an mri. This is common in the early stages of ms; lesions are likely to show over time. There would be no way to diagnose MS is there were no actual symptoms (representing neurological lesions).