Iphone stolen

Ugh... I feel for you :(

Probably not through your Apple, I think the device needs to be populated on your account before you can the find me features.

I would ask Apple what there policy is, and report to them, If you have the apple warranty you might be covered.. In Canada it I believe it covers the device from theft or loss

Stolen before you set it up, meaning ... you hadn't set it up with your Apple ID, nor ensured FindMy was turned on? There is no way to track it without FindMy enabled, the device powered, and connected to a network.

No, AppleCare nor AppleCare + covers theft and loss and I don't believe Apple sells the Theft and Loss option in Canada.