You should report your SIM lost into EE-CS who can block it, preventing it from further use. You need your SIM to make or receive calls, or send/receive texts on your number.
On your return to the UK, you can either have a replacement SIM sent to your billing address or obtain one from an EE retail store.
https://ee.co.uk/help/mobile/fix-problem/my-device-has-been-lost-or-stolen
