Crimes in progress appear as a blue inverted (upside down) triangle on your map. They only appear for a short time before they disappear, but don't worry if they do. They constantly show up throughout the game so don't worry if you miss a few, you will have hundreds of opportunities to get this. They are fairly straightforward but could be a challenge the first few times.
You have to make sure you are not spotted by the criminal and if you use your profiler you should spot the criminal and or victim. Just wait till the yellow bar turns red, than reveal yourself and either kill or knock out the criminal for it to count.