IANAL, but the commonly accepted procedure is to report the theft to your local law enforcement agency, and making sure to get a copy of your report. You might have to do this in person. Then you bring your copy to your insurance broker (assuming you have some variety of "items I own unexpectedly lost value or disappeared"-insurance (pretty common where I live) or --if you are currently traveling-- travel insurance) and make an appropriate insurance claim. If you're lucky, you can do this electronically or via mail.
The end result should ideally be that you receive [the value of your Macbook Pro minus whatever was agreed upon previously in you insurance policy] as a cash payment from your insurance broker, and the legal ownership of your Macbook Pro (which is currently held by whoever stole it) is transferred to the insurance broker.
The procedure might vary a bit in different countries. Consult your insurance broker, a lawyer or your local law enforcement agency if you need specific advice.