You need to go to Stockholm Arlanda Airport Lost & Found, which is run by Smarte Carte. You will find Smarte Carte's lost and found office on level 1 of Terminal 5. Follow the signs to "Lost and Found".
Detailed information:
When you leave the arrivals hall in Terminal 5, walk in the direction of "Arlanda Express"
After about 200 meters you will see escalators on the left - take them one floor down
There you will find the lost and found office
Take the following escalator to go one floor down:
Lost & Found Desk