MacBook got stollen and Find My does not detect the location

Stolen?

It would only show up if the MacBook was connected to the Internet, providing that Find My Mac was setup. And, even if you could find its location, it's not like you could go there guns drawn and retrieve it.

No. You will be unable to track it if it does not show up in FindMy.

But, you should follow these steps: https://support.apple.com/en-us/HT204756