You are, of course, correct. The Church teaches that a new soul is created when a new human is created (at conception).
To set this guy straight, you need to know more about his belief. Why does he believe this? Maybe he got hold of a Bible verse that he is misreading. Maybe he read some kook’s writings, and the kook can be easily discredited.
Also, when does this guy think our souls were created (if not at conception)? They cannot be eternal - only God is eternal (and, besides, God made our souls - more reason we can’t be co-eternal with God).
There’s also the question of where our souls would have been (“where” is a spatial concept, but I have to work within our limited understanding and vocabulary). They would probably have not been in heaven, with Beatific vision of God (theologians say that even the angels, when first created, were denied the Beatific vision, because if they experienced it, their free will would have been overwhelmed, and none of them would have rebelled).