Sometimes they don't have pre-drilled holes because they could be offset a bit on each car. This means you'll have to get that drill out and do it yourself. If you don't feel safe doing it, I'd recommend getting someone a bit more handy to do it, or just going to a professional.
Have you got a link / picture to the body kit you've got?
It could be that the moulds they used to make the kit aren't secured by screws, so they don't need to make the holes (you can usually find this in low-end companies. But, it could be polar opposite and it is a high-end company that realises people don't want unnecessary holes in their expensive kits.
It's all down to brand really.