Now go onto the neighbouring building, and use the grapple gun again to climb higher up. Follow the indicated route all the time, by using the grapple, until you get to the balcony with a set of blue and white garden furniture. Destroy them all and build a catapult from their blocks.
Now go to the right side of the screen. After a while, you will catch the first thief - punch him or shoot him with the grapple gun (the move, which the character will perform depends only on the distance from your opponent), then cuff him by pressing the action button. Now go onto the higher level and take out the second robber.
In order to go further, jump onto the rope, which will allow you to slide down onto the adjacent building. Then start another climb to the top. On your way, you will still have to catch two more criminals to complete the mission.
Catching the last goon will take the most time. It will not be difficult, however. You only have to be careful on the roof, where you need to very quickly press the jump button, so as not to slide down from the structure.