Start by registering your bike as if it weren't stolen, adding as much information as you can, especially any photos of your bike.
Once you have added as much information as you can, push the missing bike alert button. Then, answer the questions about when and where your bike was stolen.
The sooner you can report your bike stolen the better, but even if it has been a little while, it's still better to report it than not. A buyer might see it, and send you a tip!