Who is "they"?
If you have an iCloud account, and set up "Find my iPhone/iPod"? You would have needed to do this prior to the loss of the device. If you have done this, you can attempt to locate it.
if they restore it to factory settings
or delete the find my iphone app
then you will / they will never be able track it
but the wording of your post come out like you stole the phone and is worried if the ever ellusive "they" can track you