There's no question that this is easier said than done. As soon as you've realised you're locked out, you will need to face the reality of the situation and how urgently you need to get from one location to another.
If you have an hour or two to spare, you can call for locksmith services. On the other hand, if you're already running late, then you may want to postpone searching for a locksmith and look for ways to keep your appointment.
Just remember to keep a calm and level head. This allows you to think clearly about the next step, or help you retrace your steps with more confidence if you don't know where to find your lost car key.