I'm not sure who to claim from but if you claim from BA, you have to have the completed claim form, itemised and with any receipts for incidental expenses with them within 21 days. I assume you've already reported the bag as "missing".

In our case, we submitted receipts for items bought over and above those we would have ordinarily purchased had our baggage not gone AWOL, including cattery expenses and extra petrol costs incurred. Our travel insurance did not cover us for claims for missing baggage so we had to claim via BA. It'd be worth checking your own travel insurance policy but I am aware some policies only refund the purchase cost of missing items if receipts can be produced.