You can't find it by imei number. I don't know how that idea got started on the internet, but I really wish it would go away.
If the phone was stolen, unless you had a tracking app on it, there is no way for you to personally track it. You can try contacting your service provider/carrier and see if they can find it. They can often give a general area where it was last used.
However, even if they can't help you locate it, they can help you cut the service on it, so you aren't charged for anything the other party does.