Go to the App Store, search for an app called "Find My iPhone". Download and install the app, then follow the instructions.
I left my iPhone 4 in my local boozer a few months ago, someone took off with it instead of handing it in so I tracked it down on a mates iPhone, went round to where it said it was, and voila, there's a lad sat in a car pissing about on my phone trying to unlock the thing. Knocked on his car window and demanded it back.
Very useful little tool