When hold luggage is lost, delayed or damaged, the airline is liable for your losses.
If you are still at the airport, you should report it to the airline or their representative and fill out a damage claim form. You will normally find a baggage help desk in the baggage reclaim area. If you have already left the airport, you should report it to the airline as soon as possible but within 7 days.
In case of delayed luggage, the airline normally has up to 21 days to try to find your luggage and return it to you. Reasonable expenses for essential items such as toiletries and basics should be covered by the airline. You will need to keep receipts and claim to the airline. If 21 days have passed, your bag is considered lost. Have a list of your missing items ready for compensation claims (if possible with receipts).