Check on the companies house website to see if the company is in liquidation, I can also see basic company information for free, like current registered address and you could write to them there.
http://wck2.companieshouse.gov.uk/4ba2896f1640 c215de151852bea77569/wcframe?name=accessCompan yInfo
You can pay online to find out more information like directors information and accounts.
But if the company has gone into liquidation or administration, if you do a general web search for the company name and the words' liquidation or administration, it will usually come up with advertisements in papers where a meeting of creditors was arranged and liquidator has to advertise the meetings. There you will find the details of the liquidator who you can contact about any possible financial recovery for you. You can register as a creditor but more that likely the company will have limited assets and filling out a 'proof of debt' would just be pointless and Insolvency Practitioner in charge of the company liquidation will be able to advise you with regards making a claim.