I assume the company was UK-based. In that case then, as
beryllium says, they're covered by the UK Distance Selling Regulations. That means they have to provide you with their postal address.
If you can't find an address, double-check the terms and conditions on their website. You could try looking them up at Companies House online.
Get their address and treat it as any other debt. Write to them to ask for the goods or a refund. Write to
demand the goods or a refund. Write to advise that you're going to take them to court. Take them to court.
You'd have to prove your case. Do you have evidence of your order (order no, debit from account)? You'd have to prove you tried to contact them (copies of emails, phone records). They may argue that they weren't aware of any problems.
There's no harm checking with Trading Standards to see if they know of the company.
Consumer Direct run a helpline to help you understand your rights 08454 04 05 06