If he had not set up Find my - there is no way to do anything. He could report it to local police, but I don't know that that would be helpful in a foreign country. And, since he did not set it up, the thief will have no problem setting it up with his own Apple ID. You should inform the cellphone carrier that the phone was lost; that way they can put it on a list. On the other hand, since it did not even have a sim card yet, he probably also had not signed up with any carrier? If so, the phone is gone. If he has car or homeowner's insurance, he can try to make a claim with them.