Find my Mac is no panacea, but it's certainly a very good step for Apple to have taken.
First, you have to set it up correctly. Then, you are reliant on what is hopefully a thief's natural reaction to the ill gotten possession of a fine computer. You hope that he wants to play with "his" new toy, and fires it up, and uses the built-in guest account to connect to the Internet. Only then, will the Mac create a positioning sync that permits the rightful owner to at least temporarily locate the position of the unit at that instant.
If you set up "Find my Mac" on that computer, all you can do is have patience and dilligence. Have "Find my Mac" email you with a location, if and when it happens, and keep checking.
But always, do this independent and with cooperation of doing all the typical stuff when something is stolen. Contact the authorities, report the theft, and read this support document.