We have developed a new method to approach the missing baryons problem. We assume that the missing baryons reside in a form of Warm Hot Intergalactic Medium, i.e. the WHIM. Our method consists of (a) detecting the coherent large scale structure in the spatial distribution of galaxies that traces the Cosmic Web and that in hydrodynamical simulations is associated to the WHIM, (b) mapping its luminosity into a galaxy luminosity density field, (c) using numerical simulations to relate the luminosity density to the density of the WHIM, (d) applying this relation to real data to trace the WHIM using the observed galaxy luminosities in the Sloan Digital Sky Survey and 2dF redshift surveys. In our application we find evidence for the WHIM along the line of sight to the Sculptor Wall, at redshifts consistent with the recently reported X-ray absorption line detections. Our indirect WHIM detection technique complements the standard method based on the detection of characteristic X-ray absorption lines, showing that the galaxy luminosity density is a reliable signpost for the WHIM. For this reason, our method could be applied to current galaxy surveys to optimise the observational strategies for detecting and studying the WHIM and its properties. Our estimates of the WHIM hydrogen column density NH in Sculptor agree with those obtained via the X-ray analysis. Due to the additional NH estimate, our method has potential for improving the constrains of the physical parameters of the WHIM as derived with X-ray absorption, and thus for improving the understanding of the missing baryons problem.