How do I block a stolen iPhone using IMEI when Find My is off?

You can't retrieve data remotely from an iPhone. So unless a miracle happens and you get the phone back, any data stored only on that phone is gone.

Were you

• Synchronizing data through iCloud? If so, you can access it on other devices synchronized to iCloud (for the same Apple ID), or using the Web interface https://www.icloud.com/ .
• Backing up data to iCloud? You'll have to restore the backup to a phone (wiping the current contents of the target phone) in order to see what is in the backup.
• Synchronizing data (e-mail, calendars) through e-mail accounts, where the master copies lived on the e-mail providers' servers? If so, connect to those accounts from other devices to get access to that data.
• Backing up data in any other way (e.g., manually to a Mac or PC)?

If so, there may be hope for retrieving any of your important data that was stored in such other places.

Contact your carrier, they can blacklist your phone with the IMEI number so no one else can use it.

If FindMy wasn't turned on, there is nothing you can do about it now. You need to physically have it in your possession to turn it on.

Apple does not use the IMEI to locate a phone. If Find My was not enabled, there is no way to locate the phone other than physically look for it.

Contact your carrier and ask them to blacklist the phone. At least, that will not allow whoever has the phone now to use it as a phone.

As far as the important files on the phone........you have been backing up the phone.....so you can restore the data to your replacement phone.......correct?