Your landlord is required to tell you how your deposit is protected within 14 days of your tenancy starting. They should tell you the contact details of the tenancy deposit scheme they have used, their own contact details, how to apply for the release of the deposit, the purpose of the deposit and what to do in case of a dispute about the deposit.
If you don't get this information, ask your landlord how your deposit is protected.
If your landlord hasn't protected your deposit you can apply to the County Court which may order the landlord or agent to either repay the deposit to you or protect it in a scheme, and they could be ordered to repay three times the amount of the deposit to you. The court may also decide you don't have to leave the property at the end of your tenancy if your landlord hasn't used a TDP scheme correctly.