Welcome to the forums.
Is this your first contact with them about the lost bag?
If so, you need to tell them the place you flew from, the flight number of your plane, and your destination. You then need to tell them that the bag did not arrive at your destination and that you reported it at once in the airport [ I hope you did this!]. You need to ask them what their procedures are for claiming compensation.
Post your text here and we can then advise you on it.