My iPhone 5 is missing/stolen?

I had my phone stolen at Walmart yesterday and i thought i downloaded the find my iphone app but apparently i never did. If i file a police report and contact ATT would they be able to help in any way? I dont know what to do

Added (1). I know i have to do that but would they realistically be able to do anything for me? Could they track the IMEI number and locate it

They CAN'T help you if you DON'T call.