If any of your possessions have been stolen or damaged, you will need to contact your contents insurer. For damage to your home itself, such as broken locks or smashed windows, you will need to speak to your buildings insurer, which could be a different company. Many people have combined buildings and contents policies - if you have one of these, you’ll only need to make one call.
If you rent, you don’t need to worry about buildings insurance - this is your landlord’s responsibility, so speak to them about arranging repairs. You will still need to claim for any damaged or stolen contents. Your insurer might send out a claim assessor, or send you a claim form where you can record your stolen or damaged property.