my iphone is stolen and has fmi on but when i log on icloud to find it, it tells me i need to set up my icloud. how can i set up my icloud if i dont have a phone ?

Huh? You wouldn't have been able to turn Find My Phone on to begin with unless iCloud was setup. If your phone is lost/stolen, login to iCloud.com, from any computer, & try to locate it. If you can't login to iCloud.com, that means Find My Phone was never turned on to begin with. If that's the case, there's no way to locate your phone now.