Log in with your Apple ID (This should be your email address)

Click on Find My  

Click on All Devices at top of the screen - This will create a drop down box – You should then click on the name of the device you lost

This will generate a popup box with an image of the device, name of device and several options - Click Lost Mode (DO NOT click erase device as this will cause the device to disappear from your list) – Be aware that if no passcode has been made on the device previously, you will now have to create one

Once this is completed you should take a screenshot that the device has been put into Lost Mode as you might need this later