FF never made a screen test, if that's what you're asking. I think she at least had some passing interest in the role, however, as there's a copy of the 1st edition of GWTW signed by her and Margaret Mitchell that has been making the rounds for years. The last person to offer it for sale wanted thousands, however, and I for one don't think it's worth that. By the time the real screentests were being done (which were, in fact, 1938-39--see the great Making of GWTW doc for details), FF was pretty much ensconced in NY and attempting to repeat her Broadway success in Golden Boy. She had little if any interest in film. In fact, she had renegotiated her Paramount contract to specifically allow her to spend 9 months a year doing theater.

I forgot to mention something that we've discussed here before--if you do indeed watch The Making of GWTW, you'll see a brief shot of actresses who were being recommended for the role of Scarlett, and FF is indeed there on the list, with several recommendations.