It's unlikely that you'll be able to track down your lost Android phone using its unique IMEI number. In some cases, the police can work with a phone provider to track it down using its IMEI number. But don't expect that to happen just because you walk into a police station. Blocking your phone so that no one can use it to make calls, send texts, or access the internet is a more sensible option. The best way to do so is to contact your provider. By the way, dialing *#06# will reveal your phone's IMEI number. Most phones should be able to use this code.