What can i do to get a new iPhone if was stolen?

You cannot cancel monthly payments. If you have AppleCare + with theft and loss you can file a claim. Otherwise you are responsible for the payments.

AppleCare Products - iPhone - Apple

purchase a new phone at apple.com

If you did not get AppleCare+ Loss and Theft, you go out and buy yourself a new iPhone. As far as the payments, you need to keep making them. Those do not end just because your iPhone was stolen. You are still responsible for the payments. Check with your carrier to see if you may be participating in their insurance program. or if your credit card has an insurance that you are using to make payments.