I have no idea if I have a criminal record or not. I was caught stealing and I recall the security guy saying I was being charged with Theft Under $5000.00

But I wasn't give a court date, no fingerprints taken, and it has been a week since the incident and I haven't gotten a call from the police/RCMP.

When the police came, all they did was take my name, number, address, etc.

I am only 15 years old and the security guy said that I shouldn't be too concerned because employers don't usually do background check for teens.

Do I have a criminal record? And can it be erased without me doing anything?

If you were not arrested you have no record. Since its only been a week, though, an arrest could still happen. But even if you are convicted it will be as a juvenile and that records will be expunged when you turn 18.

I hope, though, that you have learned your lesson.

But the "Loss Preventions" securty guy told me I was being arrested.
To be arrested MUST I be taken to the police station, or can they take my info. As they did, and put it into a computer onto my record?

But the "loss Preventions" security guy is not a police officer who can arrest you. To arrest you, they have to book you and that involves taking you to a police station.