Find My Phone is a new service that allows the user to ring, lock, erase, or show the location of their phone on the map by going to account.microsoft.com/devices on any Internet-connected computer. This offers the user the ability to locate their device and, if necessary, protect the data on the device by locking it or erasing the data remotely.
From the Start screen, swipe left to display the Apps list.
Alternatively, tap the right arrow icon (located in the lower-right; may require scrolling to the bottom of the Start screen).
Scroll down and tap find my phone.
For Windows 10 devices, navigate: Update & security > Find My Phone.
If presented, turn the following on or off as desired (options may vary):
Turned on when check mark is present or switch is set to On.
Save my phone's location periodically and before the battery runs out to make it easier to find
Always use push notifications (not SMS) to send commands and apps to my phone