How to Find Your Lost Surface Pen in the Windows 10
Windows 10 Fall Creators Update includes a new feature that can help you track your lost pen but you must enable the feature before you can use it.

Windows 10 can only help you track your lost pen by telling you last location you were using the pen, it's impossible for Windows 10 to know your pen's current location (due to the fact that they don't include GPS).

In order to find your Surface Pen (or any supported pen) use these steps:

1. Open Settings > Update & Security > Find my device.

2. Click the Change button, and turn on the Save my device's location periodically toggle switch.

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Once you've completed the steps, use the pen so that Windows 10 can start tracking its physical location.

When you lost the Surface Pen, you can use these steps to track it down:

1. Open Settings > Update & Security > Find my device.

2. Under "Where's my pen?" click the Go here to track it link.

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After completing the steps, the Maps app will open letting you know the last location that Windows 10 was able to record you using the pen.

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Also, note that enabling this feature, you'll be giving Windows 10 permission to periodically record the physical location of your device as well. If your Surface or laptop ever get lost, you can go to https://account.microsoft.com/devices, and click the "Find my device link" for the computer you want to locate.