if you have space to veg until they show sex from preflowers then you could start training the females in the screen however you will probably have to use a higher screen height than normal for a scrog but there really isnt no reason why you could not do a scrog from seed just takes longer.
you would also have the option of taking clones and flowering the clones in a scrog but it would add a few more weeks to your grow but using clones is a better option.