Murdered is sort of open world. You can go wherever you want but it is pretty limited in nature. The good thing about it though is that you will never get lost. Paths are pretty linear and easy to find as long as you look at how far you are from the marker.
When you enter the church, head into the mass area and towards the right side of the chairs. You'll find a residue near the middle of the row.
Examine the residue and choose "The Church" clue to reveal the girls location.
Now head over to the left side of the hall and enter the door with the Rectory sign on it.
Inside you'll find that your path is blocked by one of those demon portals that are on the ground. Wait for the priest to get near you then possess him and wait for him to pass through the portal, then dispossess.
A cutscene will play after passing through the open door. Once it finishes go into the next room at the end of the hallway and reveal the residue by the elevator.
You'll also find the cat sleeping on the floor next to the open door that leads into the kitchen. Possess the cat and enter the kitchen.
Leave the cat in the kitchen for now and head for the wall on the right side, then press RB. You'll see a demon inside the hall so hide inside a ghost residue.
Possess the man and hide inside him (people can also be used as hiding spots), wait for the demon to come in the room and turn around. Leave the body when it does, then kill it.
Now go back to the cat and make your way inside the vent that's being fixed.
In the next room you'll find a light that's moving from the floor into an open vent. Press and hold LT to move towards it and jump inside.
You'll find yourself in the same room as where the demon you killed was. Climb up the table and look to the left side of the room near the light. You'll find an open vent. Use the drawes that's stacked up to get to it.
Follow the vent and drop down in the room with the elderly woman. Turn to the left and you'll find an open door that leads into the garden.
Jump on the blocks and make your way around the platforms until you get to the steps on the other side.
Now jump on the vines and you'll be able to climb up higher.
Now head right and use the tree to make your way towards the edges on the left side. From there just move forward and climb up the vines to get to the top.
Once you're in the attic, leave the cat and head in through the wall to get to your next scene.