I lost a MacBook Pro Retina 2013, What should I do to locate it? I forgot it in the train station in a backpack.

The Mac is locked with a password. It has Mavericks installed.

Find my mac is enabled. What should I do to locate it and avoid thieve disable "find my Mac" feature somehow.

I don't know if I should enable "Lock" or "Erase Mac" in iCloud.

Thanks
The only way to locate it is via find my mac.

When it is a personal mac my advice is to lock it in iCloud.
When the mac is used for business, best thing to do is to erase the mac.