If you were using and Android based phone, you would have enabled "Find my mobile" in settings>device>security, GPS must also be on
If it was an Apple, there is "Find my phone" after you login to iCloud
If you didn't register to and enable some sort of Anti-Theft service or have it insured, you are at a loss.
Even with an IMEI, Police can only track the phone if they were physically looking for it and checking the number on them. This is the only way the IMEI is used... physical checking
Contact your service provider to report your phone stolen, so you don't end up getting billed if the lost phone is being used by someone. Ask for required paperwork of your phone/contract and report it to the police, who will put out an APB for it