"I do not have a sister."
Translation:Ich habe keine Schwester.
"kein/keine" is the opposite of "ein/eine"— like saying "none" instead of "one" in English.
When you're talking about the absence of something in German, kein/keine is far more commonly used than nicht.
Here, technically both "Ich habe keine Schwester" ("I have no sister") and "Ich habe nicht eine Schwester" ("I do not have a sister") would be correct, but the former would sound more natural.
So, how would you use nicht in this sentence? Because my understanding is that if you use "kein" it means you have no sisters, and if you use "nicht" it means you don't have something. Seems like it's the same thing, but there are differences between the two words and I'm just wondering how you'd use nicht in this sentence.