How can I find my sons lost phone with my device

If the device was set through Family Sharing to be found by you, follow the steps here: link-> Locate a family member’s missing device on iPhone - Apple Support

Otherwise, log in to https://icloud.com with the Apple ID used on the lost iPhone and use the Find My app there to find it.

Above is correct.

Here’s the more general lost-or-stolen sequence: If your iPhone, iPad, or iPod touch is lost or stolen - Apple Support