Hello Shashaank,
Please note that for Anti-Theft features to be working, the following conditions have to be met.
1. Active data connection on your device.
2. Your device should be turned ON and it should not be formatted.
3. The device should be displayed under Mobilation website
For further details, refer this article http://support.avg.com/SupportArticleView?urlname=AVG-Antivirus-for-Android-Anti-theft-service