Phone snatched from Uber window: Where to file a police report?

I'm just trying to figure out how to file a police report for the phone that was snatched out of my Uber window. Is there a specific location I should go to to report? A lot of the ones showing on Maps look a bit run down so I'm not sure if they're proper stations or just satellite hubs. This is mainly procedural to get my insurance to cover the theft.