Edward learns how to loot forts in the third mission of sequence 5 but, he can do that earlier. After you reach the coast full of warehouses, a mission will start. It is divided into several stages. First, you need to find the person with the key. Enter the restricted area around the warehouse and initiate the eagle vision. After you have found the right person, you need to pickpocket them, or kill and loot the body. After you acquire the key, you need to approach the warehouse door and open it, while in the incognito mode. If everything works fine, Edward will steal from the warehouse.
You are additionally rewarded if you stay in hiding, which in the case of warehouses means that no soldier starts the alarm. The alarm bells can be destroyed after you approach them in the incognito mode.