"Locate" is not an "app", per se -- it is actually a function called "Find my iPhone" and is built-into the latest firmware running all Apple iOS devices (Pad, Phone, Touch) which is accessible through iCloud.
And to answer a question, it also includes "disable" and "wipe" functions at no extra cost.
If your iOS device does not have this function, you may need to update your firmware...
That is not actually correct. 'Find My iPhone' is an app that you download from the app store. Go to the app store, search on 'find', and it will likely be the top one on the list.