The word (להימצא (נמצא, נמצאת, נמצאים, נמצאות in this context basically means 'to be located somewhere'. Saying אנחנו לא נמצאים בפנים means 'We are not located inside'. This could be referring to a group of individuals that are standing outside, it could be referring to a company that is not located inside, or other similar scenarios. Basically, it's a more active way of saying where something or someone is.
As TeribleTeri's link indicates, it's originally in classical Hebrew simply the verb for "to find," but even in classical Hebrew one can see how it could move from "find" to "possess/own" and then "to exist/be." For instance, at 1 Kgs 18:5 אוּלַ֣י נִמְצָ֣א חָצִ֗יר, "Perhaps we can find grass," that is, "perhaps there is grass."
TeribleT said it doesn't sound natural in English; I'll add that it doesn't sound natural in Hebrew in this sense, although technically correct. Technically "נמצאים" is the passive of "find" in present tense. Now in past and future this passive verb is definitely used; but in present, it's quite rare to want to say that something is being found right now (or tends to be found as a habit). Because נמצא got the meaning taught in this lesson, of being located in a place, it's even less attractive to use for the sense of being found; in the rare occasion that we would want that, we'd probably prefer the active voice. This is especially convenient in Hebrew - as was taught in a previous lesson, we have the impersonal active. So to say "we are found" without stressing who finds us, instead of אנחנו נמצאים we can say מוצאים אותנו.