First call the police records division and find out if a report has been filed. If he wasn't there for police to arrest him, they typically file a capias - a report of what happened that goes to a judge and asks the judge to issue a warrant for his arrest. If this has been done, you don't need to do anything else with the police until and unless you get a phone call from detectives wanting more info, or contact from the prosecutor's office regarding being a witness in court, etc. If this has NOT been done, take any documentation and witnesses and make sure a formal report gets filed. If he owns any firearms, be SURE to notify police.
Take the same documentation to your local courthouse to get a restraining order (they are issued by judges, not by police). Do this step ASAP - because the LAST thing you want is him filing a case against YOU for unlawful eviction (technically, you can't just throw him out and change the locks, even though this may have been necessary for your safety).
You should also contact your local domestic violence program; they have services just as court accompanyment, help with filing for the restraining order, and safety planning assistance that will be important for you until he has been apprehended (remember, statistically, the MOST dangerous time during an abusive relationship is when one party calls that relationship "over").
You can find your local services at:
http://www.aardvarc.org/dv/states/txdv.shtml
You can find important information about protection orders, safety planning, etc. linked on the same page.