If it was generated after the last update, it will have one. They can be buried inside Netherack and not visible from the outside. It can be a pain to find.
If it was generated before the latest update, there is a chance the Nether Fortress is there, is only half there by the bedrock or there was none at all. This is because the Nether in the XBox is far smaller than in the PC, so using the same algorithm would
have generated the fortress outside of the bedrock.
They past few updates put them in the game/ tried to make every world spawn one. If you made your nether before the last update (not the patch the update) then your world won't have one. There is still a chance that your world won't have one mine didn't.