Your repository probably doesn’t contain a .env file, which is a good thing (never commit secrets to a repository). You should only have and use .env locally, then Dashboard defined Environment Variables on Render. Environment Variables and Secrets | Render Docs
Sorry, I am a bit confused. If I do use .env on rendered then what would I use? I have defined Environment Variables on the dashboard but what should I call instead of .env
You shouldn’t call anything. Environment Variables are automatically available to your application at run time, you only have to reference them. It’s only in Development / locally where you have to explicitly load .env in order for them to become available in the environment.