The device I lost did not activate find my iPhone can I locked by using imei ? It was stolen can you help me

You would need to contact your cellular service provider for something such as that!

If the phone is not turned on, Find My Phone can't do anything for you.

ASC - Late 2012 Mac mini, macOS 10.15.1; Watch, series 5 GPS/cellular, watchOS 6.1; iPad Air 2, ipadOS 13.2.3; iPhone 8+, iOS 13.2.3; TV 4th Gen, tvOS 12.4.1;  HomePods, audioOS 13.2.1 and Airport Express w/ Airplay 2

You can't completely lock the phone without using Find My Phone.