How to secure phone if it is stolen and if they try to change SIM and IEMI etc..., Is there anything different settings for my Nokia 5 phone, for support the users...

I have also same problem. If some one stollen my Nokia 6 phone, how do I find ?

See https://support.google.com/android/answer/3265955 for how to enable finding your Android devices via your Google account. In theory, the IMEI is permanent and can't be changed (and is a crime to change it in some jurisdictions). If someone does manage to change it, they will likely also reset the device, so it will be lost forever.