Unless you're inside a place with special flight rules (like the Washington DC area), you can just fly your plane whenever you want and don't have to file a flight plan or tell anyone. Small airports often don't have ATC so all communications are on a single frequency that all pilots trying to take off or land are tuned into. It's like being at a four way stop sign, there's "right of way" protocol to follow so you don't need to do much other than just announce your intentions to anyone that cares to hear them.

Really the only way to handle this is to put your plane in a locked hanger or chain it to the ground with a lock and then pay for whatever flight tracker that will alert you whenever a specific tail number is in the air. Follow it and then call whatever local police when it lands.