Does find my Mac have to be turned on under the system preferences in the computer or can I somehow link the serial number to my icloud and still be able to use it? Asking because I believe my macbook pro was stolen and I didn't have find my Mac turned on in the physical computer.
You are out of luck. If you didn't turn on Find My Mac in
System Preferences > iCloud your MacBook was never registered, and cannot broadcast its location, or respond to location pings. If you have all the important information about the computer (serial number & whatnot) you should report the theft to your local police station, constabulary, gendarmerie, etc.