We are not playing jeapordy; the question comes first.

By the way, requests must come with a question mark. For example, if you need a pen, the correct way to phrase that is: "Do you have a pen I could borrow, please?

On the other hand, the statement "I don't have a pen" is just fact. It's not a request. Until you know how to ask politely, you are unlikely to get a pen, or anything else.