Two known of methods to track the phone. Both method need internet connection and GPS on.
The common and easy method require a Google account linked. To follow this method go to https://support.google.com/acc...
The 2nd method is to use the flyme finder app (you can find it in most app stores). Their are many people with difficulties with this app. Won't recommend using unless you don't have Google account linked.
Your data should be safe unless you have unlock the bootloader. Finding the phone will be difficult if calling the phone doesn't help already.