When and if a package gets lost in the mail you need to first get to the local post office and bring your tracking number with you.
The USPS local post office can then look up the tracking number and see where the package was last at through GPS.
Sometimes the USPS may find the package but then other times it may not ever be found.
Usually you need to wait a few days for the USPS to locate the package and if they cannot find the package then you can file a claim if the package was insured and sometimes if the package was insured then USPS will reimburse you for the package.
However not all packages are insured through USPS so you would not be able to get paid back from the USPS for the lost package.
In that case you may have to file a claim with the sender of the package and maybe they will send you out another package of the same item or refund your money.
If the tracking says it's not delivered then they should send your money back to you or send you another item that you bought.