How do I file self employment without an EIN number and no W2 form?

You wouldn't get a W2 is you are self-employed. You MIGHT get a 1099 if you did independent contract work for another company.

You file a Schedule C using your SSN and listing yourself employment earnings and expenses.

The EIn is required ONLY IF you have employees. You can file both Schedules C and SE using your SSN.

For EIN, you can use your SSN. You will keep your own record of income and expenses. Read for more info Your U.S. Tax Return: Tax Filing by Self Employed Sole Proprietor or Independent Contractor

An even better place to read about the taxation of self-employed individuals is the IRS website itself.

Self-Employed Individuals Tax Center