You should report it to the Police. Go in person to Swansea Central Police station and ask for a report number. You then need to apply to your embassy for a new passport. When you have a new passport, you should make an appointment with an adviser to discuss what to do next. If your visa will expire in the next three months, you should see an adviser immediately.
Web link: https://www.gov.uk/government/publications/foreign-embassies-in-the-uk