Cops here are pretty nice. When I was a little girl (pre-cell phone days) my mom always told me that if I ever got separated from her or otherwise lost to just head to the police station and tell them where I live. Sure enough, the one time I lost her in the night market, I did exactly that and the police officer took me straight home.
As to OP’s question, yes, just bring it to the closest station. I did that for a lost wallet once. I think they just have you do a little paperwork and that’s it. I remember being in and out in about 20 minutes.