The visa officer asks if you have any relatives or friends in America. I said no. Was rejected. What should we do?

Are you sure this is why you were rejected? If this is the reason, it may be that you do have relatives and friends in the United States, but you say no, and the visa officer thinks that you deliberately hide it and have an immigration tendency. Re-apply for a visa. If you do have relatives in America, don't lie this time. Tell the truth. Generally speaking, if you don't have any close relatives, or have been abroad in the early days, there is no bad background, and you don't have to deliberately hide it.