p4 diff compares the files on your client with what is in the repository on the server. If you did not send your change list containing a new file to add, then the file is not on the server, so there is nothing to compare.
To use p4 diff ...
- Mark the file to add as above ('p4 add // myworkspace / myfile')
- Submit a list of changes to add the file to the P4 server ('p4 submit')
- Checkout a new file locally using 'p4 edit // myworkspace / myfile'
- run 'p4 diff//myworkspace/myfile'
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