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If you can't locate your phone using the 'Find My iPhone' section of icloud.com, and assuming you had enabled it on thephone in the first place, the phone won't be locatable if it is off, or unable to connect to a network.

Did you have Find Me enabled on the iPhone? If you did not, then unfortunately you will have to look for the phone in the same way that you would look for your car keys or sunglasses if they are lost.