Q: What can i do it through find my iPhone?

If you activated the Find My iPhone service (in Settings>icloud), and if the device's batteries still have a charge, the device is not turned off and has not been reset and is connected to wifi, then you can try to track it and lock it.  Using a computer, log into icloud.com and look at the Find My iPhone page.  On a device, invoke the Find My iPhone app (get it for free at the itunes app store) and log into the icloud account.

If the device is listed as "offline", then one of the requirements listed above is not met (like being connected to wifi, or if the device was stolen and the thief reset it).

AND, always use a passcode that must be used when a user first opens the device.  It may seem like a pain at first, but you get used to it.