If you are unable To Locate My Phone Using The Find My Phone Feature On windowsphone.com, then follow these tips to fix that issue.
Make sure your data connection is enabled on your phone. You can enable it from mobile network in your settings, and also location services should be enabled on your phone. Also, make sure that you have location services or GPS enabled.
Try using a 3rd party app if above tips don’t work for you. You can find third party anti-theft apps from the Windows Phone store http://www.windowsphone.com