ReportMyLoss is intended only for the reporting of lost property. Any crimes should be reported directly to the police force nearest to where that crime occurred.
In some cases, it can be hard to tell if you have lost an item, or if someone has stolen it from you. In general, if there is no evidence to support a theft then the police will often be unwilling to record it as a crime. You can still contact the police however in order to get their decision on whether or not to report it as lost or stolen. In cases where they recommend reporting it as a loss then you can continue on to using the ReportMyLoss service to submit the lost property report.
After submitting an item as lost should new evidence come to light (such as the police finding a 'lost' item in a stash of stolen property) then they can always reclassify it as a crime and issue a crime reference number at that point.