Is having done research a must when applying to a graduate program in CS? I live in Mexico and I go to a private University where doing a thesis isn't a requirement for graduating (many universities in Mexico follow this). I only take classes and do small projects for exams. But I want to do a graduate program in Canada or USA or Europe. I don't have any experience in the field. What are my chances in getting into a graduate program without any relevant work?
What should I do if it is very important? 

I'm studying actuarial Science so I don't have any sort of Github account or online work. And I'm not aiming at a very top university.
In Europe you typically do not need any research experience or industry experience to get into MA programs. 

You typically do not need this to get into a PhD-program either, but it helps to have something to show; a very nice MA-project, perhaps a published (or publishable) paper from your MA-work, popular publications such as newspaper article or similar where you communicated you subject, a nice open source project you contribute to, etc. Some contributions to the field you apply in. This is not a requirement, but it helps when candidates are evaluated. The admission for PhD-programs mainly depend on the research proposal you have submitted: do the comity have faith in your project, it's potential impact or interestingness, does it align with the institutions research goals, and does it seem realistic to complete in time?