If the file isn't found, you should be able to create it from within your Godot game. So check for the file and, if it's not found, use the
File class to create it. If you haven't seen the sample code to write to a file, it would go like this:
if not File.file_exists("user://path/to/highscore.txt"):
var file = File.new()
I haven't tested this code, but it should serve as a starting point. For further reading on why a file may not be created, check out Wombat Stampede's answer to this question.
Note that is a file that's created at runtime. For files that you included from the development of the game (e.g. assets and config file), use the command