in MPE/V you could check it with the CIEROR:
UDCXX FILE
SETJCW CIERROR,0
CONTINUE
LISTF !FILE;$NULL
IF CIERROR = 0 THEN
... file exists
ELSE
... file does not exist
ENDIF

in MPE/iX it is easier with a command file:
PARM FILE
IF FINFO("!FILE",0) THEN
... file exists
ELSE
... file does not exist
ENDIF