I lost my ipod touch. I am not sure if the "find my iphone" app is on. I see it in my icloud list of devices. I initiated a lock and message. If it is turned off, will the lock work and the message (phone number to call) show? How can I tell if the lock is actually on and the message will appear? It is not connected to the internet at this time.
When the iPod is turned on and connected to the internet you will get a notification. You can read more about at support.apple.com.
It does have to connect to the internet to communicate the fact that you want it locked though.
Most of the function in Find my iPhone requires network to work. So your iPod will NOT receive the message. If your iPod is on stand by and it is online you can use all function, but if it is Turned off(shut down), you can not control it.