I lost my phone but I can't still where the phone is with icloud

FindMy is not perfect.

First it must be setup properly beforehand.

Then your device must either be “on” a network, or “seen” by another device that is. (which itself must be appropriately configured as well)

Lastly, it must be powered.

If a phone is stolen; the thieves can interrupt FindMy in any number of ways.

The best thing you can do is follow the steps listed at:

https://support.apple.com/en-us/HT201472