I 'lost' my locking wheel nut adaptor and had to get the car to a garage with a 'pin system' universal tool to remove all 4 locking nuts. If you cant find yours, this might be your only route As others say, check, check and check again around the car. Even UNDER the spare wheel.
To make an assumption, has the car ever needed to have a wheel/the wheels removed for work previously? If so, and you haven't ever done the wheel removal... the locking tool could have been misplaced.
If it hasn't, then it should be in the spare wheel well as previously stated.
Yes, thats a good point, I remember having to put a new tyre on my 145 Cloverleaf, and couldn't find the locking wheel nut set either, simply because the Dealer had forgotten to put it back in the boot, it was STILL in their workshop. They never thought about phoning me though !!!!!!!.........