having trouble locating my iPhone traveling in Portugal and phone was lost/stolen

I am traveling in Portugal. My iphone 4S was lost/stolen - I tried locating it but nothing came up. I sent a messge but no email reply then I locked the phone. I don't really know what to do. Do I call AT + T and shut my phone account off? I really want to try to locate it and need it while I am traveling. Any suggestions????