I presume that you also had no income and filed no tax returns for 2015 and 2016.
You can carry forward the amount of capital loss that exceeds the allowable deduction each year, so unless your capital loss in 2014 was greater than $9000, it has been fully consumed, even though you have had no income to deduct it from, and you can no longer get any tax benefit from it.
If it was greater than $9000, you should file original returns for each year, showing the capital loss carryover on schedule D (which will be reduced by $3000 each year). You can file returns for up to 3 years from the original due date of the return. There is no penalty for failure to file or late filing as long as there was no tax due on those returns.
Note, I have not taken into account the fact that you were in the U.S. as a student. I don't know whether this affects my advice. I presume that you were allowed to, but not required to, file returns for each of those years. I cannot provide any advice regarding that.
Publication 17, chapter 16, look for the section titled Capital Losses.