Both "lost" and "lose" can be used in this context, but they have slightly different meanings:
"If you lose a bag, please ask the teacher there for it."
This suggests a general situation where someone might lose a bag in the future, and you're giving instructions on what to do in that case.
"If you lost a bag, please ask the teacher there for it."
This suggests that someone has already lost their bag, and you're instructing them on what to do now.
So, which one you choose depends on the context. If you're giving a general instruction, use "lose." If you're referring to a specific incident or person who has already lost a bag, use "lost."