As far as finding the iPhone itself, see
Find your lost iPhone or iPad - Apple Support
Do's and Don'ts for lost iPhones - Switched Off - Offline - Beware of Phishing – Apple Community
If Find My was enabled on your phone at the time you lost it – and it is turned on and has an Internet connection – it may be able to report its location. If Find My Network was turned on, other Apple devices might also be able to help locate your iPhone, AirTag-style.
If you lost your iPhone in a well-defined, searchable area (like your home or a friend's home), another thing that you could try is to call it from another phone, and listen for the sound of "ringing".
If your iPhone was not merely lost, but stolen, do not go to any location that you might see to confront the criminals. You might lose a lot more than just a phone. Realistically, most stolen phones are never recovered, but you can use Activation Lock and blacklisting to "brick" a stolen phone and make it less valuable to thieves.