At the very beginning of the mission you're confronted with a murder in broad daylight. Examine the body and check his left side suit pocket.
Inside you'll find a document, scan through it to find your first clue, a layaway voucher.
Leave the body, you have nothing more to find there, and approach the glinting object on the upper right side of the it.
Examine the bullet to receive a new clue. Now leave the bullets too as you have no more need for them.
Now approach the garbage can on the right side of the bullets and examine it to find a gun inside. Examine the gun and take the make and model, then leave it and head inside the shop.
Interview the woman inside and choose the following answers for the questions that will be available to you. "Eyewitness Account" - Lie/Evidence - Layaway Voucher • "Possible Murder Suspect" - Doubt • "Details of Shooting" - Truth
Leave the shoe shop after acquiring all the information that you need and get back to your car. Now drive all the way to Main St. to find the Eaglesons gun store.
Enter the shop and the owner will positively identify the weapon as a weapon that was previously brought to him for cleaning. He'll also give you the owner's work address.
Get back in your car after acquiring new information and drive to Broadway St. where you'll find the Hartfield's Jewelry Store.
As soon as you enter you'll have a brief chat with the man behind the counter who will claim to call Kalou for you, but apparently he's our guy and he will attempt to run from you.
Follow Kalou through the buildings and wait until you get to the large street with the bus. When you do follow him into the park and get close to him.
Inside the park, just before you enter into the fountain area, press LT and aim at Kalou but DO NOT SHOOT him.
There's a circle that will move on your target reticle once the whole circle is filled, Cole will fire his gun and the culprit will stop running from you.
Back in the police station you'll be asked to interrogate Kalou. "Arguement with Gage" - Lie/Evidence - Suspect Positively Identified • "Possible Religious Motive" - Doubt