it is not an app
This functionality is something that Samsung has added to Android, but only on their own mobile phones of course.
Samsung's Find My Mobile offers the services of remote tracking, remote locking, ring-my-mobile, etc. It is all controlled, as you would guess, from a website : findmymobile.samsung.com.
The difference to the many apps out there that can do similar things is that this one is deeply embedded into the
e phone's OS and can therefore do things that an app cannot do. I understand that Apple has something similar iOS.