Find My iPhone is a web app available at icloud.com (or install Find My Phone app). You can use this service to locate and remotely send a message, play a sound, lock or erase your iOS devices and Macs. Find My iPhone may already be turned on if you already set up iCloud account (see this article for more info).
How to set up Find My iPhone (or Find My iPad or Find My iPod)
iPad / iPhone / iPod
Tap Settings > iCloud and tap to turn on Find My iPhone (or Find My iPad or Find My iPod).
Apple menu > System Preferences > iCloud and check the Find My Mac checkbox
Locate your device (Mac, iPod, iPad or iPhone)
Visit icloud.com, log in using your Apple ID and pick ‘Find My iPhone’ from the menu.