From your iOS device:
Settings > iCloud
Sign in with your Apple / iTunes / iTools / .mac / MobileMe account name and password (these are the different names that iCloud has over the past 15 years or so). This will be the same ID that you use when purchasing Apps in the App Store or Music/Movies in iTunes.
Once you’re logged-in, go through the other settings in that section to ensure you have it the way you want it, for email, Safari bookmarks, notes, etc. The last option on the list is Find My iPhone which you turn on, and you can also activate the option for the device to send its location just as the battery is about to die.
Also make sure that under the Settings > Privacy that you have Location Services turned On. Tap that bar, and scroll through ALL your apps to select which ones you want to have access to your Location information. I keep them all turned off for privacy and to save battery, with the exception of Find My iPhone, and my Map/Navigation apps – some of which have the option for Location services to be active “only when using the app” – a nice feature.
You can also customize which apps you want to stay active in the background under Settings > General > Background App Refresh.